Maria RUSSOLILLO | Projects

We will propose a non-parametric measurement strategy using standard decomposition techniques to test "Piketty's third general law", postulating that a positive gap between the rate of return on capital (r) and the economy's growth rate (g) is associated with increased inequality. Additionally, we will evaluate how the relative contributions of capital and labour incomes to overall income inequal

This project aims to investigate convexity in cooperative games, focusing on marginal convexity within Partition Function Games with embedded coalitions. Building on Hendrickx's work, we seek to extend the analysis of convexity properties in NTU games. While convexity in TU games is often defined via supermodularity, economically appealing definitions are based on marginal contributions. This proj

Model averaging techniques are often used to improve the predictionsâ¿¿ accuracy due to their simple approach and excellent performance (Shang, 2012). However, some studies (Schmittlein, Kim, & Morrison, 1990; Swanson, & Zang, 2001) have shown that the predictive power of an ensemble model can be enhanced if redundant forecasts are removed from the forecasting group. In this project, we would like t

During the Nineties pension reforms in Western countries have mostly promoted the application of Notional Defined-Contribution (NDC) pension systems, where the pension benefit at retirement is obtained by using Transformation Coefficients accounting for the life expectancy of individuals at the age of retirement. In this project, we intend to contribute to current knowledge by quantifying the size

We model the technological investment decisions of firms in the context of a real optiongame. We ask if a policy maker can incentivize the adoption of some new technologythrough the implementation of some subsidy. When a new technology is deemeddesirable by society, governments face with the problem to design an optimalpolicies that promote the development of the Public-Private Partnerships, w

Mortality is a dynamic process and actuaries need appropriate tools to forecast future longevity. In this framework, the accurate modelling and projection of mortality rates and life expectancy represent an issue of great interest in the actuarial literature, especially to estimate future health care and pension costs. For the demographic setting, many stochastic models for forecasting age specifi

The research activity will be aimed at the investigation of the dynamics of the gender gap at retirement in the last decades in Italy. The analysis will be realized by using real data from the SHARE database.

The problem related to the distribution of a model's prediction score for a speci cinput to its underlying features, can be interpreted as the importance of thefeature for the prediction. In the main literature of the application of Shapleyvalues for feature selection emerges the necessity to quantify the importance ofrandom input variables to a function. Using a PFFG, theresearch has two obj

Il progetto ha come obiettivo principale la tematica della sostenibilità con particolare riferimento ai fenomeni di congestione dei trasporti. Dall'analisi di questa tematica dovrebbero scaturire vie per una migliore organizzazione del sistema logistico, e lo studio di fattibilità giuridica di tali soluzioni. Dal punto di vista economico l'obiettivo è individuare la sostenibilità ambientale, econo

Il progetto intende valutare l'impatto in termini di equità distributiva e di equità attuariale del ricorso a coefficienti di trasformazione differenziati per condizione di reddito da lavoro. Ad oggi, l'applicazione di un coefficiente di trasformazione unico, che prescinde dalle condizioni di reddito del pensionato, si traduce in una penalizzazione per coloro che appartengono alle fasce di reddito