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Addressing the economic and demographic complexity via a neural network approach : risk measures for reverse mortgages
Di Lorenzo, Emilia; Piscopo, Gabriella; Sibillo, Marilena - In: Computational management science 21 (2024) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10014442633
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De-risking strategy : longevity spread buy-in
D'Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; … - In: Insurance / Mathematics & economics 79 (2018), pp. 124-136
Persistent link: https://www.econbiz.de/10011825420
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Solvency analysis and demographic risk measures
Coppola, Mariarosaria; Lorenzo, Emilia Di; Orlando, Albina - In: Journal of Risk Finance 12 (2011) August, pp. 252-269
Purpose – The demographic risk is the risk due to the uncertainty in the demographic scenario assumptions by which life insurance products are designed and valued. The uncertainty lies both in the accidental (insurance risk) and systematic (longevity risk) deviations of the number of deaths...
Persistent link: https://www.econbiz.de/10010815071
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Solvency analysis and demographic risk measures
Coppola, Mariarosaria; Lorenzo, Emilia Di; Orlando, Albina - In: Journal of Risk Finance 11 (2011) August, pp. 252-269
Purpose – The demographic risk is the risk due to the uncertainty in the demographic scenario assumptions by which life insurance products are designed and valued. The uncertainty lies both in the accidental (insurance risk) and systematic (longevity risk) deviations of the number of deaths...
Persistent link: https://www.econbiz.de/10010610674
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Solvency analysis and demographic risk measures
Coppola, Mariarosaria; Di Lorenzo, Emilia; Orlando, Albina - In: The Journal of Risk Finance 12 (2011) 4, pp. 252-269
Purpose – The demographic risk is the risk due to the uncertainty in the demographic scenario assumptions by which life insurance products are designed and valued. The uncertainty lies both in the accidental (insurance risk) and systematic (longevity risk) deviations of the number of deaths...
Persistent link: https://www.econbiz.de/10014901577