Albina Orlando

Italian National Research Council (CNR)

Full Researcher

Via San Martino della battaglia, 44

Roma, 00185

Italy

SCHOLARLY PAPERS

5

DOWNLOADS

33

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Some Remarks on First and Second Order Stochastic Processes Choice

Investment Management and Financial Innovations, Vol. 1, No. 3, pp. 118-131, 2004
Number of pages: 14 Posted: 21 Jul 2011
Alessandro Trudda and Albina Orlando
Università degli Studi di Sassari and Italian National Research Council (CNR)
Downloads 33 (541,851)

Abstract:

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A(1) model, A(2) model, covariance equivalence principle, investment risk, total riskiness of a life insurance portfolio, whole life annuity portfolio

2.

Cyber Risk Management: An Actuarial Point of View

Journal of Operational Risk, Vol. 14, No. 4
Number of pages: 28 Posted: 03 Feb 2021
Istituto per le Applicazioni del Calcolo M. Picone (IAC-Roma), affiliation not provided to SSRN, Istituto di Informatica e Telematica and Italian National Research Council (CNR)
Downloads 0 (787,713)
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risk management; cyber risk; cyber insurance; pricing; risk measures; utility functions

3.

Managing Structured Bonds: An Analysis using RAROC and EVA

Journal of Risk Management in Financial Institutions, Vol. 2, No. 4, pp. 409-426, 2009
Posted: 09 Jan 2011
Rosa Cocozza and Albina Orlando
University of Naples Federico II - Faculty of Economics and Italian National Research Council (CNR)

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portfolio management, equity linked notes, economic value added, risk analysis

4.

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
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

5.

Decision Making in Structured Finance. A Case in Risk-Adjusted Performance Computation

4th Computational Management Science Conference, April 2007
Posted: 07 Jan 2011
Rosa Cocozza and Albina Orlando
University of Naples Federico II - Faculty of Economics and Italian National Research Council (CNR)

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portfolio optimization, structured bonds