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Impact of different distributional assumptions in forecasting Italian mortality rates
Giacometti, Rosella; Ortobelli, Sergio; Bertocchi, Marida - In: Investment management and financial innovations 6 (2009) 3, pp. 186-193
Persistent link: https://www.econbiz.de/10003920702
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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. 53-60
Persistent link: https://www.econbiz.de/10009157445
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A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
Giacometti, Rosella; Bertocchi, Marida; Račev, Svetlozar T. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 85-93
Persistent link: https://www.econbiz.de/10009501697
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A three-factor model for mortality modeling
Russo, Vincenzo; Giacometti, Rosella; Račev, Svetlozar T. - In: North American actuarial journal 19 (2015) 2, pp. 129-141
Persistent link: https://www.econbiz.de/10011420799