Maria RUSSOLILLO | Publications
Maria RUSSOLILLO Publications
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 | |
| Versione online | |
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| 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 | |
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| 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. | |
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| 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 | |
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| 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 | |
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| 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) |
