GIOVANNA APICELLA

Dottoressa di ricerca

ciclo: XXX



Titolo della tesi: Stochastic Mortality in a Complex World: Methodologies and Applications within the Affine Diffusion Framework.


Produzione scientifica

11573/1135459 - 2018 - Improving Lee-Carter forecasting: methodology and some results
Apicella, Giovanna; Dacorogna, Michel M.; Di Lorenzo, Emilia; Sibillo, Marilena - 02a Capitolo o Articolo
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance - (978-3-319-89823-0; 978-3-319-89824-7)

11573/1135382 - 2018 - Corrective factors for longevity projections in a dynamic context
Apicella, Giovanna; Sibillo, Marilena - 01a Articolo in rivista
rivista: EUROPEAN ACTUARIAL JOURNAL (Berlin: springer) pp. 53-68 - issn: 2190-9733 - wos: WOS:000445384100004 (0) - scopus: 2-s2.0-85048715010 (0)

11573/930893 - 2016 - A comprehensive study of mortality dynamics in ten developed countries using the feller process
Apicella, Giovanna; Dacorogna, Michel - 04b Atto di convegno in volume
congresso: IbIt 2016-XVI Iberian Italian Conference on Financial and Actuarial Mathematics (Paestum, Italy)
libro: Proceedings of the XVI Iberian Italian Conference on Financial and Actuarial Mathematics - (9788861970601)

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