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Matematica finanziaria

Moriconi, Franco - 1995

Persistent link: https://www.econbiz.de/10000954854

The submartingale assumption in risk theory

Moriconi, Franco - In: Insurance / Mathematics & economics 5 (1986) 4, pp. 295-303

Persistent link: https://www.econbiz.de/10001026409

Comment on Per Bak's, Maya Paczuski's and Martin Shubik's paper: Experts, noise traders, and fat tail distributions

Moriconi, Franco - In: Economic notes : economic review of Banca Monte dei … 26 (1997) 2, pp. 291-296

Persistent link: https://www.econbiz.de/10001337761

A three-factor market model for incorporating explicit general inflation in non-life claims reserving

Moriconi, Franco - In: Risks : open access journal 11 (2023) 10, pp. 1-32

In a recent paper "Stochastic Chain-Ladder Reserving with Modeled General Inflation", the effects of modeled general inflation on non-life claims reserving were studied using, along with the so called "market approach", a stochastic two-factor market model, characterized by deterministic...

Persistent link: https://www.econbiz.de/10014391753