Methods and Models for Economics, Territory and Finance

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Model Mathematics
Italy Social Sciences
economics Social Sciences
EU Social Sciences
language Social Sciences
migrant Social Sciences
linguistics Social Sciences
discourse Social Sciences

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Research Output 2002 2017

1 Citations

On exact and approximate stochastic dominance strategies for portfolio selection

TARDELLA, F., BRUNI, R., Cesarone, F. & Scozzari, A. 2017 In : European Journal of Operational Research. 259, 1, p. 322-329 8 p.

Research output: Research - peer-reviewArticle

Stochastic Dominance
Portfolio Selection
Model
Strategy
Portfolio selection

A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC

DE ANGELIS, P., Tripodi, A., Menzietti, M. & Baione, F. 2016 In : Journal of Applied Statistics. p. 1-18 18 p.

Research output: Research - peer-reviewArticle

Reinsurance
Strategy
Life
Risk transfer
Life annuities
Adequacy
Pension system
Pay-as-you-go pension
Replacement rate
Replacement