Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension syst... von Devolder, Pierre, Levantesi, Susanna, Menzietti, Massimiliano

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Longevity risk and economic growth in sub-populations: evidence from Italy von Bozzo, Giuseppina, Levantesi, Susanna, Menzietti, Massimiliano

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Mortality projections for small populations: An application to the Maltese elderly von Menzietti, Massimiliano, Morabito, Maria Francesca, Stranges, Manuela

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Financial sustainability and automatic balance mechanisms for NDC pension systems with disability benefits von Levantesi, Susanna, Menzietti, Massimiliano, Fratoni, Lorenzo

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Optimal reimbursement limitation for a health plan von Baione, Fabio, Biancalana, Davide, Menzietti, Massimiliano

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NATURAL HEDGING IN LONG-TERM CARE INSURANCE von Levantesi, Susanna, Menzietti, Massimiliano

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Frailty-based Lee–Carter family of stochastic mortality models von Carannante, Maria, D’Amato, Valeria, Haberman, Steven, Menzietti, Massimiliano

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Measuring Financial Sustainability and Social Adequacy of the Italian NDC Pension System under the COVID-19 Pandemic von Fratoni, Lorenzo, Levantesi, Susanna, Menzietti, Massimiliano

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Securitization for common health von Ciardiello, Francesco, Di Lorenzo, Emilia, Menzietti, Massimiliano, Sibillo, Marilena

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De-risking in multi-state life and health insurance von Levantesi, Susanna, Menzietti, Massimiliano, Nyegaard, Anna Kamille

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Frailty-based mortality models and reserving for longevity risk von Carannante, Maria, D’amato, Valeria, Haberman, Steven, Menzietti, Massimiliano

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Maximum market price of longevity risk under solvency regimes: The case of Solvency II von Levantesi, Susanna, Menzietti, Massimiliano

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De-risking long-term care insurance von D’Amato, Valeria, Levantesi, Susanna, Menzietti, Massimiliano

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Managing longevity and disability risks in life annuities with long term care von Levantesi, Susanna, Menzietti, Massimiliano

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A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC von Baione, Fabio, De Angelis, Paolo, Menzietti, Massimiliano, Tripodi, Agostino

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Optimisation of Conditional-VaR in an Actuarial Model for Credit Risk Assuming a Student Copula Dependence Structure von Giovanni Masala, Massimiliano Menzietti, Marco Micocci

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The dynamics of the S&P 500 under a crisis context: Insights from a three-regime switching model von Cerboni Baiardi, Lorenzo, Costabile, Massimo, de Giovanni, Domenico, Lamantia, Fabio, Leccadito, Arturo, Massabo, Ivar, Menzietti, Massimiliano, Pirra, Marco, Russo, Emilio, Staino, Alessandro

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The Dynamics of the S P 500 under a Crisis Context: Insights from a Three-Regime Switching Model von Lorenzo Cerboni Baiardi, Massimo Costabile, Domenico De Giovanni, Fabio Lamantia, Arturo Leccadito, Ivar Massabó, Massimiliano Menzietti, Marco Pirra, Emilio Russo, Alessandro Staino

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A longevity basis risk analysis in a joint FDM framework von D’Amato, Valeria, Coppola, Mariarosaria, Levantesi, Susanna, Menzietti, Massimiliano, Russolillo, Maria

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Weather Index-Based Insurance in Agricultural Risk Management von Menzietti, Massimiliano, Pirra, Marco

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