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Reverse mortgages through artificial intelligence : new opportunities for the actuaries

Di Lorenzo, Emilia; Piscopo, Gabriella; Sibillo, Marilena; … - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 23-35

Persistent link: https://www.econbiz.de/10012587810

Profitability vs. attractiveness within a performance analysis of a life annuity business

Di Lorenzo, Emilia; Orlando, Albina; Sibillo, Marilena - In: Mathematical and statistical methods for actuarial …, (pp. 109-118). 2017

Persistent link: https://www.econbiz.de/10012098774

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

Improving the forecast of longevity by combining models

Apicella, Giovanna; Dacorogna, Michel M.; Di Lorenzo, Emilia - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 2, pp. 298-319

Persistent link: https://www.econbiz.de/10012180623

Measuring risk-adjusted performance and product attractiveness of a life annuity portfolio

Di Lorenzo, Emilia; Orlando, Albina; Sibillo, Marilena - In: Journal of mathematical finance 7 (2017) 1, pp. 83-101

Persistent link: https://www.econbiz.de/10011658441

Securitization for common health

Ciardiello, Francesco; Di Lorenzo, Emilia; Menzietti, … - In: Socio-economic planning sciences : the international … 93 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014551307

Solvency analysis and demographic risk measures

Coppola, Mariarosaria; Lorenzo, Emilia Di; Orlando, Albina - In: Journal of Risk Finance 11 (2011) August, pp. 252-269

Purpose – The demographic risk is the risk due to the uncertainty in the demographic scenario assumptions by which life insurance products are designed and valued. The uncertainty lies both in the accidental (insurance risk) and systematic (longevity risk) deviations of the number of deaths...

Persistent link: https://www.econbiz.de/10010610674

Solvency analysis and demographic risk measures

Coppola, Mariarosaria; Lorenzo, Emilia Di; Orlando, Albina - In: Journal of Risk Finance 12 (2011) August, pp. 252-269

Persistent link: https://www.econbiz.de/10010815071

A stochastic proportional hazard model for the force of mortality

Sibillo, Marilena; Lorenzo, Emilia Di; Tessitore, Gerarda - In: Journal of Forecasting 25 (2006) 7, pp. 529-536

In order to avoid 'frailty' in deterministic assumptions concerning survival law, in this paper stochastic volatility in the force of mortality is considered. In particular, mortality rates are studied by means of a stochastic model of CIR type. A method for estimating its parameters is...

Persistent link: https://www.econbiz.de/10005635534

Reverse mortgage and risk profile awareness : Proposals for securitization

Di Lorenzo, Emilia; Piscopo, Gabriella; Sibillo, Marilena; … - In: Applied Stochastic Models in Business and Industry 38 (2021) 2, pp. 353-369

Persistent link: https://www.econbiz.de/10012808143