Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Massimiliano Politano"'
Publikováno v:
Investment Management & Financial Innovations, Vol 11, Iss 4 (2014)
Externí odkaz:
https://doaj.org/article/8b4f9351b008411292679cc7b61765d5
Autor:
Albina Orlando, Massimiliano Politano
Publikováno v:
Problems and Perspectives in Management, Vol 11, Iss 2 (2013)
Externí odkaz:
https://doaj.org/article/789e86d6cea147debc7005cb1a743cf6
Autor:
Albina Orlando, Massimiliano Politano
Publikováno v:
Problems and Perspectives in Management, Vol 8, Iss 3 (2010)
Externí odkaz:
https://doaj.org/article/eeb7fe1a32fa451199b0bc1d69c753ee
Autor:
Albina Orlando, Massimiliano Politano
Publikováno v:
Investment Management & Financial Innovations, Vol 4, Iss 3 (2007)
Externí odkaz:
https://doaj.org/article/b54641e162dc4c29a0667881da12fc5f
Autor:
Massimiliano Politano
Publikováno v:
Investment Management & Financial Innovations, Vol 2, Iss 1 (2005)
Externí odkaz:
https://doaj.org/article/283681dd8ce24a0ca9118fb50fe91646
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:
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
Publikováno v:
Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9788847023413
Referring to the Solvency II regulation, aim of the paper is to obtain an estimate for the Solvency Capital Requirement of a life annuity portfolio when stochastic interest and mortality rates are considered. We propose a computationally tractable ap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d177be0253063782528cc3d915e290b3
https://doi.org/10.1007/978-88-470-2342-0_14
https://doi.org/10.1007/978-88-470-2342-0_14
Autor:
Massimiliano Politano, Albina Orlando
Publikováno v:
Mathematical and Statistical Methods in Insurance and Finance ISBN: 9788847007031
Scopus-Elsevier
Scopus-Elsevier
This paper deals with the calculation of suitable risk indicators for Life Insurance policies in a Fair Value context. In particular, after determining the quantile reserve for Life Insurance Participating Policies, the role of the term structure of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d6659c3b70d6e27b2928dd478343a350
https://doi.org/10.1007/978-88-470-0704-8_23
https://doi.org/10.1007/978-88-470-0704-8_23