All Stories

  1. Improving the Forecast of Longevity by Combining Models

    Article • North American Actuarial Journal, March 2019, Taylor & Francis

    Professor Emilia Di Lorenzo, Marilena Sibillo

  2. Measuring Risk-Adjusted Performance and Product Attractiveness of a Life Annuity Portfolio

    Article • Journal of Mathematical Finance, January 2017, Scientific Research Publishing, Inc,

    Professor Emilia Di Lorenzo

  3. Stochastic Actuarial Valuations in Double-Indexed Pension Annuity Assessment

    Article • January 2014, Springer Science + Business Media

    Professor Emilia Di Lorenzo

  4. Empirical Evidences on Predictive Accuracy of Survival Models

    Article • January 2014, Springer Science + Business Media

    Professor Emilia Di Lorenzo

  5. Internal risk control by solvency measures

    Article • January 2012, Springer Science + Business Media

    Professor Emilia Di Lorenzo

  6. Solvency analysis and demographic risk measures

    Article • The Journal of Risk Finance, August 2011, Emerald

    Professor Emilia Di Lorenzo

  7. The Poisson Log-Bilinear Lee-Carter Model

    Article • North American Actuarial Journal, April 2011, Taylor & Francis

    Professor Emilia Di Lorenzo

  8. A Dynamic Solvency Approach for Life Insurance

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Dr. Rosa COCOZZA, Professor Emilia Di Lorenzo

  9. A financial analysis of surplus dynamics for deferred life schemes

    Article • January 2010, Springer Science + Business Media

    Dr. Rosa COCOZZA, Professor Emilia Di Lorenzo

  10. Risk Measuremant and Fair Valuation Assessment in the Life Insurance Field

    Article • January 2009, Springer Science + Business Media

    Professor Emilia Di Lorenzo

  11. A Liability Adequacy Test for Mathematical Provision

    Article • January 2008, Springer Science + Business Media

    Dr. Rosa COCOZZA, Professor Emilia Di Lorenzo

  12. Measuring demographic uncertainty via actuarial indexes

    Article • November 2007, World Scientific Pub Co Pte Lt

    Professor Emilia Di Lorenzo

  13. Survival low, Mortality forecasting.

    Article • Journal of Forecasting, January 2006, Wiley

    Professor Emilia Di Lorenzo

  14. Inflation: A Case Study

    Article • September 2004, Wiley

    Professor Emilia Di Lorenzo

  15. Stochastic analysis in life office management: applications to large annuity portfolios

    Article • Applied Stochastic Models in Business and Industry, January 2003, Wiley

    Professor Emilia Di Lorenzo

  16. Variational methods for studying the problem of the discounted dividend payments

    Article • Blätter der DGVFM, April 2001, Springer Science + Business Media

    Professor Emilia Di Lorenzo

  17. A stochastic model for financial evaluation: applications to actuarial contracts

    Article • Applied Stochastic Models in Business and Industry, October 1999, Wiley

    Professor Emilia Di Lorenzo

  18. “Relative Importance of Risk Sources in Insurance Systems”, Edward W. Frees, April 1998

    Article • North American Actuarial Journal, April 1998, Taylor & Francis

    Professor Emilia Di Lorenzo

  19. “Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997

    Article • North American Actuarial Journal, April 1997, Taylor & Francis

    Professor Emilia Di Lorenzo

  20. Approximate solutions of severity of ruins

    Article • Blätter der DGVFM, October 1996, Springer Science + Business Media

    Professor Emilia Di Lorenzo

  21. A stochastic model for the force of interest

    Article • Blätter der DGVFM, October 1995, Springer Science + Business Media

    Professor Emilia Di Lorenzo

  22. On the Financial Risk Factor in Fair Valuation of the Mathematical Provision

    Article • SSRN Electronic Journal, Elsevier

    Dr. Rosa COCOZZA, Professor Emilia Di Lorenzo