Paolo De Angelis

Available identifiers

Publication	Date of Publication	Type
A Two-Part Beta Regression Approach for Modeling Surrenders and Withdrawals in a Life Insurance Portfolio	2023-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q5049867	2022-11-14	Paper
A quantile regression approach for the analysis of the diversification in non-life premium risk	2022-07-12	Paper
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders	2022-06-17	Paper
A mean-value approach to solve fractional differential and integral equations	2022-04-07	Paper
Betting on bitcoin: a profitable trading between directional and shielding strategies	2022-01-06	Paper
Capital allocation and RORAC optimization under Solvency 2 standard formula	2021-11-08	Paper
An application of sigmoid and double-sigmoid functions for dynamic policyholder behaviour	2021-08-10	Paper
A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC	2020-12-04	Paper
A new numerical method for a class of Volterra and Fredholm integral equations	2020-05-27	Paper
A bivariate model for evaluating equity-linked policies with surrender option	2018-07-11	Paper
Longevity risk and financial market: some issues	2012-09-07	Paper
Portfolio selection and management fees: some considerations for a pension fund management	2012-09-07	Paper
On a Decision Model for a Life Insurance Company Rating	2010-12-22	Paper
A non-parametric statistical model for the control of Italian insurance companies	1997-01-07	Paper

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