COTTICELLI, STEFANO
COTTICELLI, STEFANO
DIPARTIMENTO DI SCIENZE STATISTICHE
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A market consistent calibration of the Jarrow-Yildirim model
2022 Cotticelli, Stefano
Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio
2023 Cotticelli, Stefano; Savelli, Nino
Multi-year stochastic modelling for market and underwriting risks in non-life insurance
2024 Cotticelli, Stefano
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
A market consistent calibration of the Jarrow-Yildirim model | 2022 | Cotticelli, Stefano | |
Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio | 2023 | Cotticelli, Stefano; Savelli, Nino | |
Multi-year stochastic modelling for market and underwriting risks in non-life insurance | 2024 | Cotticelli, Stefano |