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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

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

Frailty-based mortality models and reserving for longevity risk

Carannante, Maria; D'Amato, Valeria; Haberman, Steven; … - In: The Geneva papers on risk and insurance - issues and … 49 (2024) 2, pp. 320-339

Persistent link: https://www.econbiz.de/10014583150

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

Backtesting the solvency capital requirement for longevity risk

Coppola, Mariarosaria; D'Amato, Valeria - In: Journal of risk finance : the convergence of financial … 13 (2012) 4, pp. 309-319

Persistent link: https://www.econbiz.de/10009624614

Disruption of life insurance profitability in the aftermath of the COVID-19 pandemic

Carannante, Maria; D'Amato, Valeria; Fersini, Paola; … - In: Risks : open access journal 10 (2022) 2, pp. 1-16

Life insurance profitability depends on reliable mortality risk projections and pricing. While the COVID-19 pandemic has caused disruptions around the world, this is a temporary mortality shock likely to dissipate. In this paper, we investigate the long-run impact of COVID-19 on life insurance...

Persistent link: https://www.econbiz.de/10013093042