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The value at risk of the mathematical provision : critical issues
Cocozza, Rosa; Lorenzo, Emilia di; Orlando, Albina; … - In: Journal of risk management in financial institutions 1 (2007/08) 3, pp. 311-319
Persistent link: https://www.econbiz.de/10009883599
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The fair value of pension liabilities : the case of embedded option in scenario analysis
Cocozza, Rosa; Gallo, Angela; Xella, Giuseppe - In: Investment management and financial innovations 7 (2010) 2, pp. 149-158
Persistent link: https://www.econbiz.de/10009910675
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Managing structured bonds : an analysis using RAROC and EVA
Cocozza, Rosa; Orlando, Albina - In: Journal of risk management in financial institutions 2 (2008/09) 4, pp. 409-426
Persistent link: https://www.econbiz.de/10009883645
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A stochastic proportional hazard model for the force of mortality
Lorenzo, Emilia Di; Sibillo, Marilena; Tessitore, Gerarda - In: Journal of forecasting 25 (2006) 7, pp. 529
Persistent link: https://www.econbiz.de/10007384896
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Solvency analysis and demographic risk measures
Coppola, Mariarosaria; Lorenzo, Emilia Di; Orlando, Albina - In: Journal of risk finance : the convergence of financial … 12 (2011) 4, pp. 252-270
Persistent link: https://www.econbiz.de/10009251758