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~person:"D'Amato, Valeria"
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Search: subject:"Longevity risk"
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D'Amato, Valeria
Sherris, Michael
34
Blake, David
14
Regis, Luca
13
Mitchell, Olivia S.
11
Li, Jackie
10
Li, Johnny Siu-Hang
10
Horneff, Vanya
9
Maurer, Raimond
9
Weber, Frederik
9
Coppola, Mariarosaria
8
Hanewald, Katja
8
Luciano, Elisa
8
Cairns, Andrew
7
Chen, An
7
Alai, Daniel H.
6
Börger, Matthias
6
Devolder, Pierre
6
Haberman, Steven
6
Pitacco, Ermanno
6
Roy, Amlan
6
Sibillo, Marilena
6
Ungolo, Francesco
6
Zhou, Yuxin
6
Chan, Wai-Sum
5
Dowd, Kevin
5
Heijdra, Ben J.
5
Li, Hong
5
Lin, Tzuling
5
Loisel, Stéphane
5
MacMinn, Richard D.
5
Mierau, Jochen O.
5
Milevsky, Moshe Arye
5
Olivieri, Annamaria
5
Orlando, Albina
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Ruß, Jochen
5
Antolín, Pablo
4
Bauer, Daniel
4
Caliendo, Frank
4
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Computational Management Science : CMS
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Insurance / Mathematics & economics
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Journal of Risk Finance
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The Journal of Risk Finance
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De-risking strategy : longevity spread buy-in
D'Amato, Valeria
;
Di Lorenzo, Emilia
;
Haberman, Steven
; …
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 124-136
Persistent link: https://www.econbiz.de/10011825420
Saved in:
2
Basis risk in Solvency Capital Requirements for
longevity
risk
Coppola, Mariarosaria
;
D'Amato, Valeria
- In:
Investment management and financial innovations
11
(
2014
)
3
,
pp. 53-57
Persistent link: https://www.econbiz.de/10010512183
Saved in:
3
Computational framework for
longevity
risk
management
D'Amato, Valeria
;
Haberman, Steven
;
Piscopo, Gabriella
; …
- In:
Computational Management Science : CMS
11
(
2014
)
1/2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10010251207
Saved in:
4
Backtesting the solvency capital requirement for
longevity
risk
Coppola, Mariarosaria
;
D'Amato, Valeria
- In:
Journal of Risk Finance
13
(
2012
),
pp. 309-319
, standard formula
longevity
risk
is explicitly considered. The purpose of this paper is to look at the backtesting approach for …
Persistent link: https://www.econbiz.de/10010815111
Saved in:
5
Backtesting the solvency capital requirement for
longevity
risk
Coppola, Mariarosaria
;
D'Amato, Valeria
- In:
The Journal of Risk Finance
13
(
2012
)
4
,
pp. 309-319
, standard formula
longevity
risk
is explicitly considered. The purpose of this paper is to look at the backtesting approach for …
Persistent link: https://www.econbiz.de/10014901612
Saved in:
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