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Computational framework for longevity risk management

D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; … - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 111-137

Persistent link: https://www.econbiz.de/10010251207

Modelling dependent data for longevity projections

D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; … - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 694-701

Persistent link: https://www.econbiz.de/10009683191

Comparing mortality trends via Lee-Carter method in the framework of multidimensional data analysis

Giordano, Giuseppe; Russolillo, Maria; Haberman, Steven - In: Mathematical and statistical methods in insurance and …, (pp. 131-138). 2008

Persistent link: https://www.econbiz.de/10003838545

Detecting common longevity trends by a multiple population approach

D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; … - In: North American actuarial journal 18 (2014) 1, pp. 139-149

Persistent link: https://www.econbiz.de/10011339015

A longevity basis risk analysis in a joint FDM framework

D'Amato, Valeria; Coppola, Mariarosaria; Levantesi, Susanna - In: Journal of risk finance : the convergence of financial … 18 (2017) 1, pp. 55-75

Persistent link: https://www.econbiz.de/10011653711

An indexation mechanism for retirement age : analysis of the gender gap

Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria - In: Risks : open access journal 7 (2019) 1/21, pp. 1-13

The management of National Social Security Systems is being challenged more and more by the rapid ageing of the population, especially in the industrialized countries. In order to chase the Pension System sustainability, several countries in Europe are setting up pension reforms linking the...

Persistent link: https://www.econbiz.de/10012015957

Coherentmodeling of mortality patterns for age-specific subgroups

Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 1, pp. 189-204

Persistent link: https://www.econbiz.de/10012065205