Emilia Di Lorenzo

University of Naples Federico II - Faculty of Economics

Professor

Via Cintia, Monte S. Angelo

Napoli, 80126

Italy

SCHOLARLY PAPERS

9

DOWNLOADS

861

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (9)

1.
Downloads 269 (138,742)
Citation 1

A Dynamic Solvency Approach for Life Insurance

Number of pages: 24 Posted: 09 Jan 2011
Rosa Cocozza and Emilia Di Lorenzo
University of Naples Federico II - Faculty of Economics and University of Naples Federico II - Faculty of Economics
Downloads 196 (188,044)
Citation 1

Abstract:

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Life Insurance, Financial Risk, Insolvency Risk, Capital Adequacy, Financial Regulation

A Dynamic Solvency Approach for Life Insurance

1st IAA Life Colloqium, June 2007
Number of pages: 24 Posted: 08 Jan 2011
Rosa Cocozza and Emilia Di Lorenzo
University of Naples Federico II - Faculty of Economics and University of Naples Federico II - Faculty of Economics
Downloads 73 (390,076)

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Life insurance, financial risk, insolvency risk, capital adequacy, financial regulation

2.

On the Financial Risk Factor in Fair Valuation of the Mathematical Provision

Number of pages: 16 Posted: 29 Jun 2007
Rosa Cocozza, Donato De Feo, Emilia Di Lorenzo and Marilena Sibillo
University of Naples Federico II - Faculty of Economics, affiliation not provided to SSRN, University of Naples Federico II - Faculty of Economics and Università degli Studi di Salerno
Downloads 155 (230,342)
Citation 1

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Life insurance, financial risk, insolvency risk, mathematical provisions

3.

The Current Value of the Mathematical Provision: A Financial Risk Prospect

Problems and Perspectives in Management, Vol. 5, No. 2, 2007
Number of pages: 14 Posted: 28 Jun 2007
Rosa Cocozza, Emilia Di Lorenzo and Marilena Sibillo
University of Naples Federico II - Faculty of Economics, University of Naples Federico II - Faculty of Economics and Università degli Studi di Salerno
Downloads 144 (244,763)

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Risk indicators, life insurance, solvency, financial risk, demographic risk

4.

Methodological Problems in Solvency Assessment of an Insurance Company

Investment Management and Financial Innovations, Vol. 2, pp. 95-102, 2004
Number of pages: 8 Posted: 09 Jan 2011
Rosa Cocozza, Emilia Di Lorenzo and Marilena Sibillo
University of Naples Federico II - Faculty of Economics, University of Naples Federico II - Faculty of Economics and Università degli Studi di Salerno
Downloads 103 (312,747)

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Life insurance, financial risk, demographic risk, capital adequacy, reserves, conditional random processes

5.

Using Interest Rate Models to Improve Mortality Forecast

Number of pages: 34 Posted: 16 Nov 2017
University of St. Gallen, DEAR-Consulting, University of Naples Federico II - Faculty of Economics and Università degli Studi di Salerno
Downloads 95 (329,601)
Citation 2

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CBD Model, Cox-Ingersoll-Ross Process, Ex-Post Forecasting Performance, Stochastic Mortality Models

6.

Risk Profiles of Life Insurance Business: A Combined Approach

Quaderni del Dipartimento di Matematica Applicata Alle Scienze Economiche Statistiche ed Attuariali Dell'università Degli Studi di Trieste, No. 8, Vol. 2, pp. 95-102, 2004
Number of pages: 14 Posted: 10 Jan 2011
Rosa Cocozza and Emilia Di Lorenzo
University of Naples Federico II - Faculty of Economics and University of Naples Federico II - Faculty of Economics
Downloads 95 (329,601)

Abstract:

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Life insurance, financial risk, insolvency risk, capital adequacy, financial regulation

7.

Solvency of Life Insurance Companies: Methodological Issues

Journal of Actuarial Practice, Vol. 13, 2006
Posted: 09 Jan 2011
Rosa Cocozza and Emilia Di Lorenzo
University of Naples Federico II - Faculty of Economics and University of Naples Federico II - Faculty of Economics

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Life insurance, financial risk, insolvency risk, capital adequacy, financial regulation

8.

Participating Policies: Risk and Value Drivers in a Financial Management Perspective

Posted: 09 Jan 2011 Last Revised: 06 Feb 2011
University of Naples Federico II - Faculty of Economics, University of Naples Federico II - Faculty of Economics, University of Naples Federico II - Faculty of Economics and Università degli Studi di Salerno

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Participating Policies, Pension Annuities, Stochastic Interest Rates, Operating Income

9.

The Value at Risk of the Mathematical Provision: Critical Issues

Journal of Risk Management in Financial Institutions, Vol. 1, No. 3, pp. 311-319, 2008
Posted: 09 Jan 2011
Rosa Cocozza, Emilia Di Lorenzo, Albina Orlando and Marilena Sibillo
University of Naples Federico II - Faculty of Economics, University of Naples Federico II - Faculty of Economics, Italian National Research Council (CNR) and Università degli Studi di Salerno

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Value at risk, life insurance, reserve, solvency, fair value