Maria RUSSOLILLO | 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 | |
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| 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 | |
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| 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 | |
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243531On the evolution of the gender gap in life expectancy at normal retirement age for OECD countries
| 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 | |
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| 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 | |
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| 2021 | |
| Articolo in rivista | |
| Il gender gap delle pensioni INGENERE NEWSLETTER. Pag.1-4 ISSN:2039-1838. | |
| Abatemarco, Antonio; Russolillo, Maria | |
| Versione online | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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