Emilia Di Lorenzo
Names
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Emilia |
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Di Lorenzo |
Identifer
Contact
Affiliations
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Università degli Studi di Napoli - "Federico II"
/ Dipartimento di Scienze Economiche e Statistiche
Research profile
author of:
- The value at risk of the mathematical provision: Critical issues (RePEc:aza:rmfi00:y:2008:v:1:i:3:p:311-319)
by Cocozza, Rosa & Di Lorenzo, Emilia & Orlando, Albina & Sibillo, Marilena - Gender-inclusive financial and demographic literacy: lessons from the empirical evidence (RePEc:chf:rpseri:rp2302)
by Giovanna Apicella & Enrico G. De Giorgi & Emilia Di Lorenzo & Marilena Sibillo - De-risking strategy: Longevity spread buy-in (RePEc:eee:insuma:v:79:y:2018:i:c:p:124-136)
by D’Amato, Valeria & Di Lorenzo, Emilia & Haberman, Steven & Sagoo, Pretty & Sibillo, Marilena - Social uncertainty evaluation in Social Impact Bonds: Review and framework (RePEc:eee:riibaf:v:47:y:2019:i:c:p:40-56)
by Scognamiglio, Elisabetta & Di Lorenzo, Emilia & Sibillo, Marilena & Trotta, Annarita - Solvency analysis and demographic risk measures (RePEc:eme:jrf000:15265941111158451)
by Mariarosaria Coppola & Emilia Di Lorenzo & Albina Orlando & Marilena Sibillo - Solvency analysis and demographic risk measures (RePEc:eme:jrfpps:15265941111158451)
by Mariarosaria Coppola & Emilia Di Lorenzo & Albina Orlando & Marilena Sibillo - Solvency analysis and demographic risk measures (RePEc:eme:jrfpps:v:12:y:2011:i:4:p:252-269)
by Mariarosaria Coppola & Emilia Di Lorenzo & Albina Orlando & Marilena Sibillo - Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans (RePEc:gam:jrisks:v:6:y:2018:i:1:p:13-:d:133289)
by Valeria D’Amato & Emilia Di Lorenzo & Marilena Sibillo - Economic Paradigms and Corporate Culture after the Great COVID-19 Pandemic: Towards a New Role of Welfare Organisations and Insurers (RePEc:gam:jsusta:v:12:y:2020:i:19:p:8163-:d:423194)
by Emilia Di Lorenzo & Marilena Sibillo - A stochastic proportional hazard model for the force of mortality (RePEc:jof:jforec:v:25:y:2006:i:7:p:529-536)
by Marilena Sibillo & Emilia Di Lorenzo & Gerarda Tessitore - Methodological problems in solvency assessment of an insurance company (RePEc:pra:mprapa:27980)
by Cocozza, R & Di Lorenzo, E & Sibillo, M - The current value of the mathematical provision: a financial risk prospect (RePEc:pra:mprapa:27986)
by Cocozza, Rosa & Di Lorenzo, Emilia & Sibillo, Marilena - A Dynamic Solvency Approach for Life Insurance (RePEc:pra:mprapa:28015)
by Cocozza, Rosa & Di Lorenzo, Emilia - Pension schemes versus real estate (RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03241-y)
by V. D’Amato & E. Lorenzo & S. Haberman & M. Sibillo & R. Tizzano - A Liability Adequacy Test for Mathematical Provision (RePEc:spr:sprchp:978-88-470-0704-8_10)
by Rosa Cocozza & Emilia Lorenzo & Abina Orlando & Marilena Sibillo - The Poisson Log-Bilinear Lee-Carter Model (RePEc:taf:uaajxx:v:15:y:2011:i:2:p:315-333)
by Valeria D’Amato & Emilia Di Lorenzo & Steven Haberman & Maria Russolillo & Marilena Sibillo - “Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997 (RePEc:taf:uaajxx:v:1:y:1997:i:2:p:74-75)
by Emilia Di Lorenzo - Improving the Forecast of Longevity by Combining Models (RePEc:taf:uaajxx:v:23:y:2019:i:2:p:298-319)
by Giovanna Apicella & Michel Dacorogna & Emilia Di Lorenzo & Marilena Sibillo - “Relative Importance of Risk Sources in Insurance Systems”, Edward W. Frees, April 1998 (RePEc:taf:uaajxx:v:2:y:1998:i:2:p:49-49)
by Emilia Di Lorenzo - A stochastic model for financial evaluation: applications to actuarial contracts (RePEc:wly:apsmbi:v:15:y:1999:i:4:p:269-275)
by Emilia Di Lorenzo & Marilena Sibillo & Gerarda Tessitore - Stochastic analysis in life office management: applications to large annuity portfolios (RePEc:wly:apsmbi:v:19:y:2003:i:1:p:31-42)
by Mariarosaria Coppola & Emilia Di Lorenzo & Marilena Sibillo