Via San Martino della battaglia, 44
Italian National Research Council (CNR)
A(1) model, A(2) model, covariance equivalence principle, investment risk, total riskiness of a life insurance portfolio, whole life annuity portfolio
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risk management; cyber risk; cyber insurance; pricing; risk measures; utility functions
portfolio management, equity linked notes, economic value added, risk analysis
Value at risk, life insurance, reserve, solvency, fair value
portfolio optimization, structured bonds
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