2. Professors
  3. Research
  4. Publications

Publications

Maria RUSSOLILLO Publications


2024
Articolo in rivista
Mortality Models Ensemble via Shapley Value
DECISIONS IN ECONOMICS AND FINANCE. Pag.1-30
ISSN:1129-6569.
Bimonte, Giovanna; Russolillo, Maria; Shang, Hanlin; Yang, Yang
Digital Object Identifier (DOI): 10.1007/s10203-024-00455-z
Codice identificativo ISI: WOS:001236078700001
Codice identificativo SCOPUS: 2-s2.0-85194867058
Show it in Product Database (IRIS)
2023
Articolo in rivista
The Dynamics of the Gender Gap at Retirement in Italy: Evidence from SHARE
ITALIAN ECONOMIC JOURNAL. Vol. 9. Pag.445-473
ISSN:2199-3238.
Abatemarco, Antonio; Russolillo, Maria
Versione online
Digital Object Identifier (DOI): 10.1007/s40797-022-00201-7
Codice identificativo ISI: WOS:000829992100002
Codice identificativo SCOPUS: 2-s2.0-85134664075
Show it in Product Database (IRIS)
2023
Articolo in rivista
Gender Pension Gap in EU Countries: A Between-Group Inequality Approach
RISKS. Pag.1-15
ISSN:2227-9091.
Abatemarco, Antonio; Lagomarsino, Elena; Russolillo, Maria
Versione online
Digital Object Identifier (DOI): 10.3390/risks11030063
Codice identificativo ISI: WOS:000957492100001
Codice identificativo SCOPUS: 2-s2.0-85151080751
Show it in Product Database (IRIS)
2022
Articolo in rivista
On the evolution of the gender gap in life expectancy at normal retirement age for OECD countries
GENUS. Pag.1-18
ISSN:2035-5556.
Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria
Digital Object Identifier (DOI): 10.1186/s41118-022-00175-5
Codice identificativo ISI: WOS:000849348600001
Codice identificativo SCOPUS: 2-s2.0-85141171946
Show it in Product Database (IRIS)
2022
Contributo in volume (Capitolo o Saggio)
Absolute and Relative Gender Gap in Pensions: The Impact of the Transition from DB to NDC in Italy.
In Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.1-6
ISBN:978-3-030-99637-6
Abatemarco, Antonio; Russolillo, Maria
Codice identificativo SCOPUS: 2-s2.0-85198342706
Show it in Product Database (IRIS)
2021
Articolo in rivista
Green Innovation and Competition: R&D Incentives in a Circular Economy
GAMES. Vol. 12. Pag.1-13
ISSN:2073-4336.
Bimonte, Giovanna; Romano, Maria Grazia; Russolillo, Maria
Versione online
Digital Object Identifier (DOI): 10.3390/g12030068
Codice identificativo ISI: WOS:000702414000001
Codice identificativo SCOPUS: 2-s2.0-85115626031
Show it in Product Database (IRIS)
2021
Articolo in rivista
Il gender gap delle pensioni
INGENERE NEWSLETTER. Pag.1-4
ISSN:2039-1838.
Abatemarco, Antonio; Russolillo, Maria
Versione online
Show it in Product Database (IRIS)
2020
Articolo in rivista
On the management of retirement age indexed to life expectancy: a scenario analysis of the Italian longevity experience
JOURNAL OF RISK FINANCE. Vol. Vol. 21 No. 3. Pag.217-231
ISSN:1526-5943.
Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria
Versione online
Digital Object Identifier (DOI): 10.1108/JRF-01-2020-0012
Codice identificativo ISI: WOS:000548032500001
Codice identificativo SCOPUS: 2-s2.0-85087646911
Show it in Product Database (IRIS)
2019
Articolo in rivista
Coherent modeling of mortality patterns for age-specific subgroups
DECISIONS IN ECONOMICS AND FINANCE. Pag.1-16
ISSN:1129-6569.
Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria
Versione online
Digital Object Identifier (DOI): 10.1007/s10203-019-00245-y
Codice identificativo ISI: WOS:000482243800010
Codice identificativo SCOPUS: 2-s2.0-85064277661
Show it in Product Database (IRIS)
2019
Articolo in rivista
An Indexation Mechanism for Retirement Age: Analysis of the Gender Gap
RISKS. Vol. 7. Pag.1-13
ISSN:2227-9091.
Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria
Versione online
Digital Object Identifier (DOI): 10.3390/risks7010021
Codice identificativo ISI: WOS:000464117800002
Codice identificativo SCOPUS: 2-s2.0-85064844733
Show it in Product Database (IRIS)
2018
Contributo in volume (Capitolo o Saggio)
Flexible retirement scheme for the Italian mortality experience.
In AA.VV. Demography and Health Issues - Population Aging, Mortality and Data Analysis Pag.325-336 Springer.
ISBN:978-3-319-76001-8
ISSN:1877-2560.
Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria
Digital Object Identifier (DOI): 10.1007/978-3-319-76002-5_11
Codice identificativo ISI: WOS:000442070700028
Codice identificativo SCOPUS: 2-s2.0-85062829400
Show it in Product Database (IRIS)
2018
Contributo in volume (Capitolo o Saggio)
Three-Way Data Analysis Applied to Cause Specific Mortality Trends.
In AA.VV. Demography and Health Issues - Population Aging, Mortality and Data Analysis Pag.121-130 Springer.
ISBN:978-3-319-76001-8
ISSN:1877-2560.
Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria
Digital Object Identifier (DOI): 10.1007/978-3-319-76002-5_11
Codice identificativo ISI: WOS:000442070700012
Codice identificativo SCOPUS: 2-s2.0-85062829400
Show it in Product Database (IRIS)
2018
Contributo in volume (Capitolo o Saggio)
Empirical Evidence from the Three-Way LC Model.
In AA.VV. Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.375-379 Springer.
ISBN:978-3-319-89823-0; 978-3-319-89824-7
Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria
Digital Object Identifier (DOI): 10.1007/978-3-319-89824-7
Codice identificativo SCOPUS: 2-s2.0-85104156381
Show it in Product Database (IRIS)
2018
Contributo in volume (Capitolo o Saggio)
Risk and Uncertainty for Flexible Retirement Schemes.
In AA.VV. Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.231-235 Springer.
ISBN:978-3-319-89823-0; 978-3-319-89824-7
Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria; Ugo, Fiore
Digital Object Identifier (DOI): 10.1007/978-3-319-89824-7
Codice identificativo SCOPUS: 2-s2.0-85064822103
Show it in Product Database (IRIS)
2017
Articolo in rivista
A longevity basis risk analysis in a Joint FDM framework
JOURNAL OF RISK FINANCE. Vol. 18 (1). Pag.55-75
ISSN:1526-5943.
D'Amato, Valeria; Coppola, Mariarosaria; Levantesi, Susanna; Menzietti, Massimiliano; Russolillo, Maria
Digital Object Identifier (DOI): 10.1108/JRF-03-2016-0030
Codice identificativo ISI: WOS:000395693500004
Codice identificativo SCOPUS: 2-s2.0-85009820718
Show it in Product Database (IRIS)
2017
Articolo in rivista
Assessing Actuarial Projections Accuracy: Traditional vs. Experimental Strategy
OPEN JOURNAL OF STATISTICS. Vol. 7. Pag.608-620
ISSN:2161-718X.
Russolillo, Maria
Digital Object Identifier (DOI): 10.4236/ojs.2017.74042
Show it in Product Database (IRIS)
2017
Contributo in Atti di convegno
The Impact of Mortality Projection Models in Case of Flexible Retirement Schemes.
In: 17th Applied Stochastic Models and Data Analysis International Conference with Demographics Workshop Christos H Skiadas Pag.51-52
ISBN:978-618-5180-22-5
17th Applied Stochastic Models and Data Analysis International Conference with the 6th Demographics Workshop
London, UK 6-9 June, 2017
Russolillo, Maria; M., Coppola; R., Simone
Show it in Product Database (IRIS)
2017
Contributo in Atti di convegno
Methodological Issues in the Three-Way Decomposition of Mortality Data.
In: 17th Applied Stochastic Models and Data Analysis International Conference with Demographics Workshop Christos H Skiadas Pag.81-82
ISBN:978-618-5180-22-5
17th Applied Stochastic Models and Data Analysis International Conference with the 6th Demographics Workshop
London, UK 6-9 June, 2017
Russolillo, Maria; Giordano, Giuseppe; Haberman, Steven
Show it in Product Database (IRIS)
2017
Contributo in Atti di convegno
Methodological and Operating Questions of the Three Way Lee-Carter Model.
In: Proceedings of the 17th Applied Stochastic Models and Data Analysis ISAST: International Society for the Advancement of Science and Technology Pag.397-406
ISBN:978-618-5180-23-2
Applied Stochastic Models and Data Analysis
London 6-9 June
Giordano, G.; Haberman, S.; Russolillo, M.
Show it in Product Database (IRIS)
2017
Contributo in Atti di convegno
Flexible retirement scheme for the Italian mortality experience.
In: Proceedings of the 17th Applied Stochastic Models and Data Analysis Christos H Skiadas Pag.233-242
ISBN:9786185180232
17th Applied Stochastic Models and Data Analysis International Conference with Demographics Workshop
Londra 6-9 June
Coppola, M.; Russolillo, M.; Simone, R.
Codice identificativo ISI: WOS:000442070700028
Show it in Product Database (IRIS)
2016
Articolo in rivista
Multiple Mortality Modeling in Poisson Lee Carter framework
COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. Vol. 45 (6). Pag.1723-1732
ISSN:0361-0926.
D'Amato, Valeria; Haberman, S.; Piscopo, G.; Russolillo, Maria; Trapani, L.
Digital Object Identifier (DOI): 10.1080/03610926.2014.96 0580
Codice identificativo ISI: WOS:000372556000010
Codice identificativo SCOPUS: 2-s2.0-84960533556
Show it in Product Database (IRIS)
2016
Articolo in rivista
Tackling Non-Communicable Diseases by a forecasting model for Critical Illness Cover
PROBLEMS & PERSPECTIVES IN MANAGEMENT. Vol. 14. Pag.5-15
ISSN:1727-7051.
Russolillo, Maria
Digital Object Identifier (DOI): doi: http://dx.doi.org/10.21511/ppm.14(2).2016.01
Codice identificativo SCOPUS: 2-s2.0-84974687953
Show it in Product Database (IRIS)
2016
Contributo in Atti di convegno
Exploring mortality data in homogeneous risk regions.
In: Proceedings of the XVI Iberian Italian Congress of Financial and Actuarial Mathematics Università degli Studi di Salerno Pag.70-76
ISBN:9788861970601
IBIT 2016- XVI Iberian Italian Congress of Financial and Actuarial Mathematics
Paestum, Italy May 26-27
Giordano, Giuseppe; Primerano, Ilaria; Russolillo, Maria
Show it in Product Database (IRIS)
2015
Articolo in rivista
Measuring and hedging the basis risk by Functional Demographic Models
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE. Vol. 7. Pag.19-40
ISSN:1971-6419.
Russolillo, Maria; D'Amato, Valeria
Show it in Product Database (IRIS)
2015
Poster
Three-way Lee-Carter model: Outlook and Applications.
In: Issues on mortality and market risks. New proposals in mortality and financial risk analysis Pag.1-1
Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria
Show it in Product Database (IRIS)
2014
Articolo in rivista
The Future Human Lifespan: A study on Italian Population
APPLIED MATHEMATICS. Vol. 5 (11). Pag.1641-1650
ISSN:2152-7385.
Russolillo, Maria
Versione online
Digital Object Identifier (DOI): 10.4236/am.2014.511158
Show it in Product Database (IRIS)
2014
Articolo in rivista
Computational Framework for Longevity Risk Management
COMPUTATIONAL MANAGEMENT SCIENCE. Vol. 11. Pag.111-137
ISSN:1619-697X.
Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo
Digital Object Identifier (DOI): 10.1007/s10287-013-0178-2
Codice identificativo SCOPUS: 2-s2.0-84895908006
Show it in Product Database (IRIS)
2014
Articolo in rivista
Detecting common longevity trends by a multiple population approach
NORTH AMERICAN ACTUARIAL JOURNAL. Vol. 18 (1). Pag.1-12
ISSN:1092-0277.
Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo; L., Trapani
Digital Object Identifier (DOI): 10.1080/10920277.2013.875884
Codice identificativo SCOPUS: 2-s2.0-84896318940
Show it in Product Database (IRIS)
2014
Contributo in Atti di convegno
The three-way Lee Carter Model to detect the leading causes of death.
In: Book of Abstracts of ERCIM '14 Pag.119-119
ISBN:978-84-937822-4-5
7th International Conference of the ERCIM
Pisa 6-8 dicembre 2014
Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria
Show it in Product Database (IRIS)
2014
Contributo in volume (Capitolo o Saggio)
Adaptive Neuro-Fuzzy Inference Systems vs Stochastic Models for Mortality data.
In Springer Recent Advances of Neural Network Models and Applications Pag.251-258
ISBN:9783319041285
Russolillo, Maria; D'Amato, Valeria; G., Piscopo
Digital Object Identifier (DOI): 10.1007/978-3-319-04129-2_25
Codice identificativo SCOPUS: 2-s2.0-84897911527
Show it in Product Database (IRIS)
2014
Contributo in volume (Capitolo o Saggio)
Alternative Assessments of the Longevity Trends.
In Springer Verlag Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.73-76 Perna C. & Sibillo M. Eds.
ISBN:9783319050133
Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo
Digital Object Identifier (DOI): 10.1007/978-3-319-05014-0_17
Codice identificativo SCOPUS: 2-s2.0-84934286551
Show it in Product Database (IRIS)
2013
Abstract in Atti di convegno
Longevity risk hedging and basis risk.
In: 17th International Congress on Insurance Mathematics and Economics – IME , Book of Abstract Pag.1-2
17th International Congress on Insurance Mathematics and Economics – IME
Russolillo, Maria; Coppola, M.; D'Amato, Valeria; Levantesi, S.; Menzietti, M.
Show it in Product Database (IRIS)
2013
Abstract in Atti di convegno
Empirical Scenario Forecasting for financial risk measurement in pension annuity systems.
In: Book of Abstract: XIV Iberian-Italian Congress of Financial and Actuarial Mathematics – IbIT Pag.53-54
XIV Iberian-Italian Congress of Financial and Actuarial Mathematics – IbIT
D'Amato, Valeria; Di Lorenzo, E.; Russolillo, Maria; Sibillo, Marilena
Show it in Product Database (IRIS)
2013
Articolo in rivista
Profit participation annuities: A business profitability analysis within a demographic risk sensitive approach
INVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS. Vol. 10. Pag.155-165
ISSN:1810-4967.
D'Amato, Valeria; Di Lorenzo, Emilia; Orlando, Albina; Russolillo, Maria; Sibillo, Marilena
Versione online
Codice identificativo SCOPUS: 2-s2.0-84877723463
Show it in Product Database (IRIS)
2013
Contributo in Atti di convegno
Multiple Population Projections by Lee Carter Models.
In: Book of Abstracts of the 15th Applied Stochastic Models and Data Analysis Christos H. Skiadas Pag.59-60
ISBN:9786188069824
Applied Stochastic Models and Data Analysis
Mataró (Barcelona), Spain 25 – 28 June 2013
Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo; L., Trapani
Show it in Product Database (IRIS)
2013
Contributo in volume (Capitolo o Saggio)
Simulation framework in fertility projections.
In Springer Neural Nets and Surroundings, Series: Smart Innovation, Systems and Technologies Pag.209-216 Bruno,Simone,Anna,Francesco Carlo.
ISBN:9783642354663
ISSN:2190-3018.
Russolillo, Maria; D'Amato, Valeria; G., Piscopo
Digital Object Identifier (DOI): 10.1007/978-3-642-35467-0_22
Codice identificativo SCOPUS: 2-s2.0-84879321966
Show it in Product Database (IRIS)
2013
Contributo in volume (Capitolo o Saggio)
Forecasting Net Migration by Functional Demographic Model.
In Springer Neural Nets and Surroundings, Series: Smart Innovation, Systems and Technologies Pag.201-208 Bruno,Simone,Anna,Francesco Carlo.
ISBN:9783642354663
ISSN:2190-3018.
Russolillo, Maria; D'Amato, Valeria; G., Piscopo
Digital Object Identifier (DOI): 10.1007/978-3-642-35467-0-21
Codice identificativo SCOPUS: 2-s2.0-84879317784
Show it in Product Database (IRIS)
2012
Abstract in Atti di convegno
Measuring and Hedging the basis risk by Functional Data Models.
In: Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.1-1
Mathematical and Statistical Methods for Actuarial Sciences and Finance
Venice
Russolillo, Maria; Coppola, M.; D'Amato, Valeria; Levantesi, S.; Menzietti, M.
Versione online
Show it in Product Database (IRIS)
2012
Abstract in Atti di convegno
Sieve Bootstrap for Longevity Projections.
In: Book of Abstract of the 9th International Conference on Computational Management Science Pag.70-71
9th International Conference on Computational Management Science
Imperial College London 18–20 April 2012
Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo
Versione online
Show it in Product Database (IRIS)
2012
Abstract in Atti di convegno
Testing for dependence across age and time in longevity data.
In: Book of Abstract of the International Conference on SMTDA 2012 Stochastich Modeling Techniques and Data Analysis & Demographic Anaysis and Research Pag.24-24
SMTDA 2012 Stochastic Modeling Techniques and Data Analysis International Conference
Chania, Crete, Greece 5-8 June 2012
Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo
Show it in Product Database (IRIS)
2012
Abstract in Atti di convegno
Forecasting healthy life expectancy.
In: Book of Abstract of the 5th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Pag.121-121
5th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computing & Statistics (ERCIM 2012)
Oviedo, Spain 1-3 December 2012
Russolillo, Maria; D'Amato, Valeria
Versione online
Show it in Product Database (IRIS)
2012
Articolo in rivista
Modelling Dependent Data For Longevity Projections
INSURANCE MATHEMATICS & ECONOMICS. Vol. 51. Pag.694-701
ISSN:0167-6687.
D'Amato, Valeria; S., Haberman; G., Piscopo; Russolillo, Maria
Versione online
Codice identificativo ISI: WOS:000312176500018
Codice identificativo SCOPUS: 2-s2.0-84867829890
Show it in Product Database (IRIS)
2012
Articolo in rivista
The Mortality Pricing of the Q-forward contracts
INTERNATIONAL REVIEW OF APPLIED FINANCIAL ISSUES AND ECONOMICS. Vol. 4 (3). Pag.1-1
ISSN:9210-1737.
Russolillo, Maria; D'Amato, Valeria; G., Piscopo
Show it in Product Database (IRIS)
2012
Articolo in rivista
The Stratified Sampling Bootstrap for Measuring the Uncertainty in Mortality Forecasts
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. Vol. 14 (1). Pag.135-148
ISSN:1387-5841.
D'Amato, Valeria; Steven, Haberman; Russolillo, Maria
Versione online
Digital Object Identifier (DOI): 10.1007/s11009-011-9225-z
Codice identificativo ISI: WOS:000299126000011
Codice identificativo SCOPUS: 2-s2.0-84942303236
Show it in Product Database (IRIS)
2012
Contributo in volume (Capitolo o Saggio)
Internal risk control by solvency measures.
In Springer Verlag Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.149-156 Perna C, Sibillo M.
ISBN:9788847023413
D'Amato, Valeria; Emilia Di, Lorenzo; Russolillo, Maria; Sibillo, Marilena
Digital Object Identifier (DOI): 10.1007/978-88-470-2342-0_18
Codice identificativo SCOPUS: 2-s2.0-84900656729
Show it in Product Database (IRIS)
2012
Contributo in volume (Capitolo o Saggio)
Measuring mortality heterogeneity in pension annuities.
In Springer Verlag Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.157-164 Perna C, Sibillo M.
ISBN:9788847023413
D'Amato, Valeria; Gabriella, Piscopo; Russolillo, Maria
Digital Object Identifier (DOI): 10.1007/978-88-470-2342-0_19
Codice identificativo SCOPUS: 2-s2.0-84900631665
Show it in Product Database (IRIS)
2011
Abstract in Atti di convegno
Profit participation annuities: a business profitability analysis withina demographic risk sensitive approach.
In: Books of Abstracts of The Seventh International Longevity Risk and Capital Markets Solutions Pag.1-1
Longevity 7th, The Seventh International Longevity Risk and Capital Markets Solutions
Frankfurt am Main 8,9 Settembre 2011
D'Amato, Valeria; E., Di Lorenzo; A., Orlando; Russolillo, Maria; Sibillo, Marilena
Versione online
Show it in Product Database (IRIS)
2011
Articolo in rivista
The Poisson log-bilinear Lee Carter model: Applications of efficient bootstrap methods to annuity analyses
NORTH AMERICAN ACTUARIAL JOURNAL. Vol. 15, 2. Pag.315-333
ISSN:1092-0277.
Russolillo, Maria; D'Amato, Valeria; Di Lorenzo, E.; Haberman, S.; Sibillo, Marilena
Codice identificativo SCOPUS: 2-s2.0-80155144164
Show it in Product Database (IRIS)
2011
Articolo in rivista
Extending the Lee-Carter model: a three-way decomposition
SCANDINAVIAN ACTUARIAL JOURNAL. Vol. 2. Pag.96-117
ISSN:0346-1238.
Russolillo, Maria; Giordano, Giuseppe; Steven, Haberman
Versione online
Digital Object Identifier (DOI): 10.1080/03461231003611933
Codice identificativo ISI: WOS:000291264200002
Codice identificativo SCOPUS: 2-s2.0-79957828875
Show it in Product Database (IRIS)
2011
Articolo in rivista
The mortality of the Italian population: Smoothing techniques on the Lee-Carter Model
THE ANNALS OF APPLIED STATISTICS. Vol. Vol. 5, No. 2A. Pag.705-724
ISSN:1932-6157.
Russolillo, Maria; Gabriella, Piscopo; D'Amato, Valeria
Digital Object Identifier (DOI): 10.1214/10-AOAS394
Codice identificativo ISI: WOS:000295453300006
Codice identificativo SCOPUS: 2-s2.0-84873367307
Show it in Product Database (IRIS)
2011
Articolo in rivista
Population Heterogeneity in Defined Contribution Pension Schemes
INSURANCE MARKETS AND COMPANIES: ANALYSES AND ACTUARIAL COMPUTATIONS. Vol. 2 (3). Pag.56-64
ISSN:2078-2454.
Russolillo, Maria; D'Amato, Valeria; Gabriella, Piscopo
Show it in Product Database (IRIS)
2011
Contributo in Atti di convegno
A framework for pricing a mortality derivative: The q-forward contract.
In: Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance M.Vanmaele, G.Deelstra, A.De Schepper, J.Dhaene, S.Vanduffel & D.Vyncke (Eds.) Pag.81-86
ISBN:9789065690876
Russolillo, Maria; D'Amato, Valeria; Gabriella, Piscopo
Versione online
Show it in Product Database (IRIS)
2011
Contributo in volume (Capitolo o Saggio)
Methods for improving mortality projections.
In Sapienza Università di Roma 14th Applied Stochastic Models and Data Analysis Conference Pag.307-314 ETS.
ISBN:9788846730459
D'Amato, Valeria; Steven, Haberman; Gabriella, Piscopo; Russolillo, Maria
Show it in Product Database (IRIS)
2011
Contributo in volume (Capitolo o Saggio)
Iterative Algorithms for detecting mortality trends in the family of Lee Carter Models.
In IOS Press- KBIES book series Frontiers in Artificial Intelligence and Applications Pag.69-76
ISBN:9781607506911
Russolillo, Maria; D'Amato, Valeria; Piscopo, G.
Codice identificativo ISI: WOS:000325223000008
Codice identificativo SCOPUS: 2-s2.0-78751664464
Show it in Product Database (IRIS)
2010
Abstract in Atti di convegno
Integrated Variance Reduction Techniques in the Lee Carter model.
In: Book of Abstract of the 14 International Congress on Insurance:Mathematics and Economics Pag.1-1
14 International Congress on Insurance:Mathematics and Economics
University of Toronto June 17-19, 2010
Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo
Versione online
Show it in Product Database (IRIS)
2010
Abstract in Atti di convegno
Stratified Sampling scheme of death causes for forecasting the survival trend.
In: Book of Abstracts of ERCIM '10 International Conference Pag.85-85
3rd International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computing & Statistics
London 10-12 December
Russolillo, Maria; D'Amato, Valeria
Versione online
Show it in Product Database (IRIS)
2010
Abstract in Atti di convegno
The conjoint effects of stochastic risks on insurance portfolio internal models.
In: Book of Abstracts of ERCIM '10 International Conference Pag.84-85
3rd International Conference of the ERCIM Working Group ob Computing and Statistics
Londra Dibembre 2010
Sibillo, Marilena; D'Amato, Valeria; Emilia Di, Lorenzo; Russolillo, Maria
Versione online
Show it in Product Database (IRIS)
2010
Contributo in Atti di convegno
Efficient simulation in the LC framework.
In: Modelli per la valutazione del rischio in ambito assicurativo CENTRO EDITORIALE TOSCANO Pag.41-46
ISBN:9788879573375
Modelli per la valutazione del rischio in ambito assicurativo
Tropea 16-18 Settembre
Russolillo, Maria; D'Amato, Valeria; G., Piscopo
Show it in Product Database (IRIS)
2010
Contributo in volume (Capitolo o Saggio)
Lee Carter error matrix simulation: heteroschedasticity impact on actuarial valuations.
In SPRINGER-VERLAG Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.113-122 Corazza M. & Pizzi C. Eds.
ISBN:9788847014800
Russolillo, Maria; D'Amato, Valeria
Codice identificativo ISI: WOS:000288402300012
Codice identificativo SCOPUS: 2-s2.0-84900673962
Show it in Product Database (IRIS)
2010
Contributo in volume (Capitolo o Saggio)
Risk-sensitive insurance management vs the financial crisis.
In Kozmenko & Vasil'eva Editors World financial crisis: causes, consequences, ways of overcoming Pag.83-95 Business Perspectives.
ISBN:9789662965070
Sibillo, Marilena; R., Cocozza; D'Amato, Valeria; E., Di Lorenzo; Russolillo, Maria
Show it in Product Database (IRIS)
2009
Abstract in Atti di convegno
The Poisson log-bilinear Lee Carter model: efficient bootstrap in life annuity actuarial analysis.
In: Fifth International Longevity Risk and Capital Markets Solutions Conference Pag.1-2
Fifth International Longevity Risk and Capital Markets Solutions Conference
St John's University, New York City September, 2009
Russolillo, Maria; D'Amato, Valeria; DI LORENZO, E; Sibillo, Marilena
Versione online
Show it in Product Database (IRIS)
2009
Contributo in volume (Capitolo o Saggio)
Smoothing the Lee Carter Model: an empirical analysis on the Italian data.
In TILAPIA European Regional Meeting of the International Society for Business and Industrial Statistics - EURISBIS '09 Pag.230-231 Mola, Conversano, Esposito Vinzi, Fisher.
ISBN:9788889744130
Russolillo, Maria; D'Amato, Valeria; Piscopo, G.
Show it in Product Database (IRIS)
2009
Contributo in volume (Capitolo o Saggio)
Some Remarks on parametric Monte Carlo Simulation applied to the Lee Carter model.
In New Frontiers in Insurance and Bank Risk Management Pag.33-42 Mc Graw-Hill.
ISBN:9788838660610
Russolillo, Maria; D'Amato, Valeria
Show it in Product Database (IRIS)
2009
Contributo in volume (Capitolo o Saggio)
Intensive Computational Forecasting Approach to the Functional Demographic Lee Carter Model.
In IOS Press- KBIES book series Frontiers in Artificial Intelligence and Applications Pag.177-186 B. Apolloni et al..
ISBN:9781607500728
Russolillo, Maria; D'Amato, Valeria; Piscopo, G.
Digital Object Identifier (DOI): 10.3233/978-1-60750-072-8-177
Codice identificativo ISI: WOS:000364570000020
Codice identificativo SCOPUS: 2-s2.0-74349122170
Show it in Product Database (IRIS)
2009
Contributo in volume (Capitolo o Saggio)
Efficient Bootstrap applied to the Poisson Log-Bilinear Lee Carter Model.
In L. Sakalauskas, C. Skiadas and E. K. Zavadskas (Eds.) Applied Stochastic Models and Data Analysis – ASMDA 2009 Selected Papers Pag.374-377 Vilnius Gediminas Technical University Press "Technika".
ISBN:9789955284635
Russolillo, Maria; D'Amato, Valeria; Haberman, S.
Show it in Product Database (IRIS)
2009
Contributo in volume (Capitolo o Saggio)
The interplay between financial and demographic risks in a pension annuity system.
In L. Sakalauskas, C. Skiadas, E. K. Zavadskas (eds) Applied stochastic models and data analysis Pag.325-328 VILNIUS Vilnius Gediminas Technical University Press "Technika".
ISBN:9789955284635
Russolillo, Maria; D'Amato, Valeria; DI LORENZO, E.; Sibillo, Marilena
Show it in Product Database (IRIS)
2008
Contributo in Atti di convegno
Surplus analysis in life office management: the role of longevity risk.
In: International Workshop on Applied Probability - Book of Abstracts Pag.73-73
International Workshop on Applied Probability – IWAP
Universitè de Technologie de Compiegne (Francia) July 2008
Russolillo, Maria; D'Amato, Valeria; DI LORENZO, E; Sibillo, Marilena
Versione online
Show it in Product Database (IRIS)
2008
Contributo in volume (Capitolo o Saggio)
Comparing Mortality Trends via Lee Carter Method in the Framework of Multidimensional Data Analysis..
In PERNA C. SIBILLO M. EDS Mathematical and Statistical Methods in Insurance and Finance Pag.131-138 Springer-Verlag Italia.
ISBN:9788847007031
Russolillo, Maria; Giordano, Giuseppe; Haberman, S.
Codice identificativo SCOPUS: 2-s2.0-84900270919
Show it in Product Database (IRIS)
2007
Abstract in Atti di convegno
A computational experiment to assess sensitivity in bilinear mortality forecasting.
In: Atti del Trentunesimo Convegnodell' Associazione per la Matematica Applicata alle Scienze Economiche e Sociali LECCE http://www.sms.dsems.unile.it/amases2007/abstracts/f095.pdf Pag.1-2
XXXI Convegno AMASES
Lecce 3-6 STTEMBRE 2007
Russolillo, Maria; Giordano, Giuseppe
Show it in Product Database (IRIS)
2006
Contributo in Atti di convegno
An Extrapolative Strategy to Asses Mortality Trends by Age-Specific Profiles.
In: Atti del Trentesimo Convegno della Associazione per la Matematica Applicata alle Scienze Economiche e Sociali Trieste edizioni Università di Trieste Pag.1-2
ISBN:9788890258503
XXX Convegno AMASES
Trieste
Russolillo, Maria; Giordano, Giuseppe; S., Haberman
Versione online
Show it in Product Database (IRIS)
2005
Monografia o trattato scientifico
Lee-Carter mortality forecasting: application to the Italian population. LONDON Faculty of Actuarial Science and Statistics,Cass Business School
ISBN:1901615936
Russolillo, Maria; Haberman, S.
Versione online
Show it in Product Database (IRIS)