Maria RUSSOLILLO | Publications
Maria RUSSOLILLO Publications
| 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 | |
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| 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. | |
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| 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. | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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| 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 | |
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26194The Poisson log-bilinear Lee Carter model: efficient bootstrap in life annuity actuarial analysis
| 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 | |
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| 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 | |
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