Zobrazeno 1 - 10
of 30
pro vyhledávání: '"POLITANO, MASSIMILIANO"'
Publikováno v:
Electronic Journal of Applied Statistical Analysis; 2023, Vol. 16 Issue 2, p473-486, 14p
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 10 (2017): 572–582. doi:10.1285/i20705948v10n2p572
info:cnr-pdr/source/autori:Di Lorenzo, Giovanna; Orlando, Albina; Politano, Massimiliano/titolo:The riskiness of longevity indexed life annuities in a stochastic Solvency II perspective/doi:10.1285%2Fi20705948v10n2p572/rivista:Electronic journal of applied statistical analysis/anno:2017/pagina_da:572/pagina_a:582/intervallo_pagine:572–582/volume:10
info:cnr-pdr/source/autori:Di Lorenzo, Giovanna; Orlando, Albina; Politano, Massimiliano/titolo:The riskiness of longevity indexed life annuities in a stochastic Solvency II perspective/doi:10.1285%2Fi20705948v10n2p572/rivista:Electronic journal of applied statistical analysis/anno:2017/pagina_da:572/pagina_a:582/intervallo_pagine:572–582/volume:10
This paper investigates the problem of quantifying the impact of unex- pected deviations of mortality trend on a longevity indexed life annuity in a Solvency II perspective. Solvency II quantitative requirements regulate the margins required to offse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=cnr_________::c4d8170a97a50ed697226976f05d2e13
https://publications.cnr.it/doc/377315
https://publications.cnr.it/doc/377315
Autor:
Orlando, Albina1 a.orlando@na.iac.cnr.it, Politano, Massimiliano2
Publikováno v:
Journal of Risk Management in Financial Institutions. Jan-Mar2010, Vol. 3 Issue 2, p184-193. 10p. 2 Charts, 1 Graph.
Publikováno v:
Electronic Journal of Applied Statistical Analysis; 2020, Vol. 13 Issue 1, p256-267, 12p
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