All Stories

  1. FINANCIAL INTERMEDIARIES’ ASSET–LIABILITY DEPENDENCY AND LOW-INTEREST-RATE ENVIRONMENT: EVIDENCE FROM EU LIFE INSURERS

    Article • Journal of Financial Management Markets and Institutions, June 2019, World Scientific Pub Co Pte Lt

    Dr. Rosa COCOZZA

  2. Life Insurers’ Asset-Liability Dependency and Low-Interest Rate Environment

    Article • January 2018, Springer Science + Business Media

    Dr. Rosa COCOZZA

  3. Does Prudential Regulation Contribute to Effective Measurement and Management of Interest Rate Risk? Evidence from Italian Banks

    Article • Journal of Financial Stability, May 2017, Elsevier

    Dr. Rosa COCOZZA

  4. Nonmaturity deposits and banks’ exposure to interest rate risk: issues arising from the Basel regulatory framework

    Article • The Journal of Risk, June 2015, Incisive Media

    Dr. Rosa COCOZZA

  5. Back to the Future: Prospective Bank Risk Management in a Financial Analysis Perspective

    Article • January 2015, Nature

    Dr. Rosa COCOZZA

  6. Bifactorial Pricing Models: Light and Shadows in Correlation Role

    Article • January 2014, Springer Science + Business Media

    Dr. Rosa COCOZZA

  7. An “Economical” Pricing Model for Hybrid Products

    Article • January 2013, Elsevier

    Dr. Rosa COCOZZA

  8. Valuation of the conditional indexation option in asset and liability management of defined benefit pension funds

    Article • January 2012, Springer Science + Business Media

    Dr. Rosa COCOZZA

  9. A Dynamic Solvency Approach for Life Insurance

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Dr. Rosa COCOZZA, Professor Emilia Di Lorenzo

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

    Article • January 2010, Springer Science + Business Media

    Dr. Rosa COCOZZA, Professor Emilia Di Lorenzo

  11. Usage of Stock Index Options

    Article • April 2009, Taylor & Francis

    Dr. Rosa COCOZZA

  12. A Liability Adequacy Test for Mathematical Provision

    Article • January 2008, Springer Science + Business Media

    Dr. Rosa COCOZZA, Professor Emilia Di Lorenzo

  13. Embedded Option in Pension Funds

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr. Rosa COCOZZA

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

    Article • SSRN Electronic Journal, Elsevier

    Dr. Rosa COCOZZA, Professor Emilia Di Lorenzo

  15. Risk Identification and Measurement in Life Insurance: Critical Issues (Identificazione E Misurazione Dei Rischi Nei Portafogli Vita: Spunti Critici Di Riflessione)

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr. Rosa COCOZZA