http://www.cnr.it/ontology/cnr/individuo/prodotto/ID292537
Stochastic actuarial valuations in double-indexed pension annuity assessment (Contributo in volume (capitolo o saggio))
- Type
- Label
- Stochastic actuarial valuations in double-indexed pension annuity assessment (Contributo in volume (capitolo o saggio)) (literal)
- Anno
- 2014-01-01T00:00:00+01:00 (literal)
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#doi
- 10.1007/978-3-319-02499-8 (literal)
- Alternative label
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
- Di Lorenzo E.; Orlando A.; Sibillo M. (literal)
- Pagina inizio
- Pagina fine
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#url
- http://www.scopus.com/inward/record.url?eid=2-s2.0-84907005142&partnerID=q2rCbXpz (literal)
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#titoloVolume
- Mathematical and Statistical Methods for actuarial science and finance (literal)
- Note
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
- Department of Economic and Statistical Sciences, University of Napoli Federico II, via Cinthia Monte S. Angelo, 80126 Naples, Italy; CNR, Istituto per le Applicazioni del Calcolo Mauro Picone, via P. Castellino 111, 80126 Naples, Italy; Department of Economics and Statistics, Campus Universitario, University of Salerno, 84084 Fisciano (SA), Italy (literal)
- Titolo
- Stochastic actuarial valuations in double-indexed pension annuity assessment (literal)
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#isbn
- 978-3-319-02498-1 (literal)
- Abstract
- The paper deals with the performance analysis of a portfolio of participating survival-indexed annuities within a riskiness context, set out by the adverse deviations of the demographic and financial bases. The Authors deepen the interactions between the risk due the random fluctuations of the dynamic of the capital returns and the risk due to the systematic random fluctuations of the lifetime evolutionary trend. © Springer International Publishing Switzerland 2014. (literal)
- Prodotto di
- Autore CNR
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