Publications

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2014

Coppola, Mariarosaria; D’Amato, Valeria

Further Results about Calibration of Longevity Risk for the Insurance Business (Journal Article)

Applied Mathematics, 5 (4), 2014.

(Abstract | Links | BibTeX | Tags: Expected Shortfall, Longevity Risk, Longevity Shocks, Solvency Capital Requirement, Solvency II)

Coppola, Mariarosaria; D’Amato, Valeria

The Solvency Capital Requirement Management for an Insurance Company (Book Chapter)

Perna, Cira; Sibillo, Marilena (Ed.): Mathematical and Statistical Methods for Actuarial Sciences and Finance, pp. 65-68, Springer International Publishing, 2014, ISBN: 978-3-319-05013-3.

(Abstract | Links | BibTeX | Tags: Expected Shortfall, Longevity Risk, Longevity Shocks, Solvency Capital Requirement)