MENZIETTI, Massimiliano
MENZIETTI, Massimiliano
DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA
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Risultati 1 - 6 di 6 (tempo di esecuzione: 0.013 secondi).
Frailty-based Lee–Carter family of stochastic mortality models
2023 Carannante, Maria; D’Amato, Valeria; Haberman, Steven; Menzietti, Massimiliano
Frailty-based mortality models and reserving for longevity risk
2024 Carannante, Maria; Damato, Valeria; Haberman, Steven; Menzietti, Massimiliano
Longevity Bonds: an Application to the Italian Annuity Market
2008 Levantesi, Susanna; Menzietti, Massimiliano; Torri, Tiziana
Longevity risk and economic growth in sub-populations: evidence from Italy
2021 Bozzo, G.; Levantesi, S.; Menzietti, M.
Longevity risk hedging and basis risk
2013 Russolillo, Maria; Coppola, M.; D'Amato, Valeria; Levantesi, S.; Menzietti, M.
Measuring and Hedging the basis risk by Functional Data Models
2012 Russolillo, Maria; Coppola, M.; D'Amato, Valeria; Levantesi, S.; Menzietti, M.
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Frailty-based Lee–Carter family of stochastic mortality models | 2023 | Carannante, Maria; D’Amato, Valeria; Haberman, Steven; Menzietti, Massimiliano | |
Frailty-based mortality models and reserving for longevity risk | 2024 | Carannante, Maria; Damato, Valeria; Haberman, Steven; Menzietti, Massimiliano | |
Longevity Bonds: an Application to the Italian Annuity Market | 2008 | Levantesi, Susanna; Menzietti, Massimiliano; Torri, Tiziana | |
Longevity risk and economic growth in sub-populations: evidence from Italy | 2021 | Bozzo, G.; Levantesi, S.; Menzietti, M. | |
Longevity risk hedging and basis risk | 2013 | Russolillo, Maria; Coppola, M.; D'Amato, Valeria; Levantesi, S.; Menzietti, M. | |
Measuring and Hedging the basis risk by Functional Data Models | 2012 | Russolillo, Maria; Coppola, M.; D'Amato, Valeria; Levantesi, S.; Menzietti, M. |