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Impact of different distributional assumptions in forecasting Italian mortality rates
Giacometti, Rosella; Ortobelli, Sergio; Bertocchi, Maria Ida - In: Investment management and financial innovations 6 (2009) 3, pp. 186-193
Persistent link: https://www.econbiz.de/10009910619
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Calibrating affine stochastic mortality models using term assurance premiums
Russo, Vincenzo; Giacometti, Rosella; Ortobelli, Sergio; … - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 53-61
Persistent link: https://www.econbiz.de/10009132998
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Bond portfolio management with repo contracts: the Italian case
Bertocchi, Marida; Giacometti, Rosella; Slominski, Leon - 2000
Persistent link: https://www.econbiz.de/10008217455
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A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates
Giacometti, Rosella; Bertocchi, Marida; Rachev, Svetlozar T. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 85-94
Persistent link: https://www.econbiz.de/10009818864
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A nonparametric model for analysis of the EURO bond market
Abaffy, Jozsef; Bertocchi, Marida; Dupacová, Jitka; … - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1113-1132
Persistent link: https://www.econbiz.de/10006764031
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A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants
Vespucci, Maria Teresa; Maggioni, Francesca; Bertocchi, … - 2011
Persistent link: https://www.econbiz.de/10009814274
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Credit default swaps: implied ratings versus official ones
Castellano, R.; Giacometti, R. - In: 4OR : quarterly journal of the Belgian, French and … 10 (2012) 2, pp. 163-181
Persistent link: https://www.econbiz.de/10009977504
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Portfolio selection with stable distributed returns
Ortobelli, Sergio; Huber, Isabella; Schwartz, Eduardo - In: Mathematical methods of operations research 55 (2002) 2, pp. 265-300
Persistent link: https://www.econbiz.de/10006616932
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Orderings and Probability Functionals Consistent with Preferences
Ortobelli, Sergio; Rachev, Svetlozar; Shalit, Haim; … - In: Applied mathematical finance 16 (2009) 1, pp. 81
Persistent link: https://www.econbiz.de/10008211949
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Delta hedging strategies comparison
De Giovanni, Domenico; Ortobelli, Sergio; Rachev, Svetlozar - In: European journal of operational research : EJOR 185 (2008) 3, pp. 1615-1631
Persistent link: https://www.econbiz.de/10007895485