Zobrazeno 1 - 9
of 9
pro vyhledávání: '"DI LORENZO, GIOVANNA"'
Autor:
Di Lorenzo, Giovanna1 giovanna.dilorenzo@unina.it, Franchetti, Girolamo1 girolamo.franchetti@unina.it, Politano, Massimiliano1 massimiliano.politano@unina.it
Publikováno v:
Electronic Journal of Applied Statistical Analysis. 2023, Vol. 16 Issue 2, p473-486. 14p.
In the context of the Sars-CoV-2 virus pandemic, this paper deals with the analytical framework that involves a stochastic model to describe the probability of contagion and, therefore, of its outcome for a subject; subsequently, an actuarial model f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3730::802e1c8bc5a5d64a42564e950c1b5782
http://hdl.handle.net/11588/874776
http://hdl.handle.net/11588/874776
Publikováno v:
Electronic Journal of Applied Statistical Analysis. 2020, Vol. 13 Issue 1, p256-267. 12p.
Autor:
Di Lorenzo, Giovanna1 mpolitano@unina.it, Politano, Massimiliano1
Publikováno v:
Electronic Journal of Applied Statistical Analysis. 2018, Vol. 11 Issue 2, p369-384. 16p.
Publikováno v:
Electronic Journal of Applied Statistical Analysis. 2017, Vol. 10 Issue 2, p572-582. 11p.
The paper focuses on the study of hazard mortality rates evolution in time to front the actuarial issue of longevity risk. Whatever hypothesis about future mortality, a correct evaluation of the expected mortality randomness requires the use of a sui
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3730::2faa3092955c1f2c96687a26497a3319
http://hdl.handle.net/11588/429063
http://hdl.handle.net/11588/429063
Autor:
m. politano, giovanna di lorenzo
The reverse mortgage market has been expanding rapidly in developed economies in recent years. Reverse mortgages provide an alternative source of funding for retirement income and health care costs. We often hear the phrase “house rich and cash poo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3730::31728677dc3fce442477b560f73f6bc2
http://hdl.handle.net/11588/851384
http://hdl.handle.net/11588/851384
Publikováno v:
Investment Management & Financial Innovations, Vol 11, Iss 4 (2014)
Scopus-Elsevier
Investment management & financial innovations
11 (2014): 320–327.
info:cnr-pdr/source/autori:Orlando, Albina; Di Lorenzo, Giovanna; Politano, Massimiliano/titolo:A stochastic quantile approach for longevity risk/doi:/rivista:Investment management & financial innovations (Print)/anno:2014/pagina_da:320/pagina_a:327/intervallo_pagine:320–327/volume:11
Scopus-Elsevier
Investment management & financial innovations
11 (2014): 320–327.
info:cnr-pdr/source/autori:Orlando, Albina; Di Lorenzo, Giovanna; Politano, Massimiliano/titolo:A stochastic quantile approach for longevity risk/doi:/rivista:Investment management & financial innovations (Print)/anno:2014/pagina_da:320/pagina_a:327/intervallo_pagine:320–327/volume:11
This paper investigates the problem of quantifying longevity risk in a quantile perspective. In this field, the idea of deepening the expected changes of future mortality rates over a single year is gaining. In the following the authors propose an ap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::9a9d71de63d1e0b8261f4b263e2ac9ce
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/6263/imfi_en_2014_04cont_Orlando.pdf
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/6263/imfi_en_2014_04cont_Orlando.pdf
Publikováno v:
Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9783319050133
This paper deals with the problem of quantifying the longevity impact for defined contribution pension funds in a stochastic environment. In the accumulation phase it is well known that, in presence of a benefit guarantee, the investment risk dominat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8818e09bf874d7ef8df13b29ed0cdd1f
https://doi.org/10.1007/978-3-319-05014-0_37
https://doi.org/10.1007/978-3-319-05014-0_37