11573/1366655 - 2020 -
Capital allocation and RORAC optimization under solvency 2 standard formula Baione, Fabio; De Angelis, Paolo; Granito, Ivan - 01a Articolo in rivista
rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht: Kluwer Academic Publishers.
Amsterdam; Bussum: Baltzer Science Publishers.) pp. - - issn: 0254-5330 - wos: WOS:000516300300002 (8) - scopus: 2-s2.0-85079815740 (7)
11573/1123102 - 2018 -
Classification Ratemaking via Quantile Regression and a Comparison with Generalized Linear Models Baione, F.; Biancalana, D.; De Angelis, P.; Granito, I. - 02a Capitolo o Articolo
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2018 - (978-3-319-89823-0)
11573/1123115 - 2018 -
Dynamic Policyholder Behaviour and Surrender Option Evaluation for Life Insurance Baione, F.; Biancalana, D.; De Angelis, P.; Granito, I. - 02a Capitolo o Articolo
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance - (978-3-319-89824-7)