Mathematical and Statistical Methods for Actuarial Sciences and Finance
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Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-2342-0_7 ◽

2012 ◽

pp. 53-60 ◽

Cited By ~ 1

Author(s):

Antonella Campana ◽

Paola Ferretti

Keyword(s):

Risk Measures ◽

Aggregate Claims ◽

Xl Reinsurance ◽

Distortion Risk Measures

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On hyperbolic iterated distortions for the adjustment of survival functions

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-2342-0_5 ◽

2012 ◽

pp. 35-42

Author(s):

Alexis Bienvenüe ◽

Didier Rullière

Keyword(s):

Survival Functions

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Tail diversification strategy. An application to MSCI World Sector Indices

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-2342-0_43 ◽

2012 ◽

pp. 367-374 ◽

Cited By ~ 2

Author(s):

Giorgia Rivieccio

Keyword(s):

Diversification Strategy

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Evaluating the behavior of a function in kernel based regression

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-2342-0_39 ◽

2012 ◽

pp. 333-340

Author(s):

Maria Lucia Parrella

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On longevity risk securitization and solvency capital requirements in life annuities

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-2342-0_30 ◽

2012 ◽

pp. 255-262

Author(s):

Susanna Levantesi ◽

Massimiliano Menzietti ◽

Tiziana Torri

Keyword(s):

Capital Requirements ◽

Longevity Risk ◽

Solvency Capital ◽

Life Annuities

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On ruin probabilities in risk models with interest rate

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-2342-0_29 ◽

2012 ◽

pp. 245-253

Author(s):

Nino Kordzakhia ◽

Alexander Novikov ◽

Gurami Tsitsiashvili

Keyword(s):

Interest Rate ◽

Ruin Probabilities ◽

Risk Models

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Risk measures and Pareto style tails

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-2342-0_22 ◽

2012 ◽

pp. 183-191

Author(s):

Anna Maria Fiori ◽

Emanuela Rosazza Gianin ◽

Anna Spasova

Keyword(s):

Risk Measures

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Internal risk control by solvency measures

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-2342-0_18 ◽

2012 ◽

pp. 149-156

Author(s):

Valeria D’Amato ◽

Emilia Di Lorenzo ◽

Maria Russolillo ◽

Marilena Sibillo

Keyword(s):

Risk Control

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Piecewise linear dynamic systems for own risk solvency assessment

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-2342-0_11 ◽

2012 ◽

pp. 87-94

Author(s):

Rocco Roberto Cerchiara ◽

Fabio Lamantia

Keyword(s):

Dynamic Systems ◽

Piecewise Linear ◽

Linear Dynamic Systems ◽

Linear Dynamic ◽

Solvency Assessment

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Portfolio selection with an alternative measure of risk: Computational performances of particle swarm optimization and genetic algorithms

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-2342-0_15 ◽

2012 ◽

pp. 123-130 ◽

Cited By ~ 4

Author(s):

Marco Corazza ◽

Giovanni Fasano ◽

Riccardo Gusso

Keyword(s):

Genetic Algorithms ◽

Particle Swarm Optimization ◽

Portfolio Selection ◽

Particle Swarm ◽

Alternative Measure ◽

Swarm Optimization

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Mathematical and Statistical Methods for Actuarial Sciences and FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Milan

Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements

On hyperbolic iterated distortions for the adjustment of survival functions

Tail diversification strategy. An application to MSCI World Sector Indices

Evaluating the behavior of a function in kernel based regression

On longevity risk securitization and solvency capital requirements in life annuities

On ruin probabilities in risk models with interest rate

Risk measures and Pareto style tails

Internal risk control by solvency measures

Piecewise linear dynamic systems for own risk solvency assessment

Portfolio selection with an alternative measure of risk: Computational performances of particle swarm optimization and genetic algorithms

Mathematical and Statistical Methods for Actuarial Sciences and Finance
Latest Publications