All Stories

  1. AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY
  2. A Model-Point Approach to Indifference Pricing of Life Insurance Portfolios with Dependent Lives
  3. Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes
  4. Basis risk modelling: a cointegration-based approach
  5. Lapse risk in life insurance: Correlation and contagion effects among policyholders’ behaviors
  6. Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions
  7. A credibility approach of the Makeham mortality law
  8. Alarm System for Credit Losses Impairment
  9. Understanding, modelling and managing longevity risk: key issues and main challenges