Maria RUSSOLILLO | Publications
Maria RUSSOLILLO Publications
| 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 | |
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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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| 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 | |
| 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 | |
| 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) | |
| 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 | |
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| 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 | |
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