Paolo De Angelis

MaRDI QIDQ2044796zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A risk based approach for the solvency capital requirement for health plans	2026-04-22	Paper
An application of zero-one inflated beta regression models for predicting health insurance reimbursement	2026-04-22	Paper
An application of beta binomial GAMLSS for the estimate of surrender rates	2025-02-05	Paper
A Two-Part Beta Regression Approach for Modeling Surrenders and Withdrawals in a Life Insurance Portfolio North American Actuarial Journal	2023-08-01	Paper
Evaluating ruin probabilities: a streamlined approach	2022-11-14	Paper
A quantile regression approach for the analysis of the diversification in non-life premium risk Soft Computing	2022-07-12	Paper
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders Decisions in Economics and Finance	2022-06-17	Paper
A mean-value approach to solve fractional differential and integral equations Chaos, Solitons and Fractals	2022-04-07	Paper
Betting on bitcoin: a profitable trading between directional and shielding strategies Decisions in Economics and Finance	2022-01-06	Paper
Capital allocation and RORAC optimization under Solvency 2 standard formula Annals of Operations Research	2021-11-08	Paper
An application of sigmoid and double-sigmoid functions for dynamic policyholder behaviour Decisions in Economics and Finance	2021-08-10	Paper
A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC Journal of Applied Statistics	2020-12-04	Paper
A new numerical method for a class of Volterra and Fredholm integral equations Journal of Computational and Applied Mathematics	2020-05-27	Paper
A bivariate model for evaluating equity-linked policies with surrender option Scandinavian Actuarial Journal	2018-07-11	Paper
Longevity risk and financial market: some issues Advances and Applications in Statistical Sciences	2012-09-07	Paper
Portfolio selection and management fees: some considerations for a pension fund management Advances and Applications in Statistical Sciences	2012-09-07	Paper
On a decision model for a life insurance company rating Preferences and Decisions	2010-12-22	Paper
A non-parametric statistical model for the control of Italian insurance companies Rivista di Matematica per le Scienze Economiche e Sociali	1997-01-07	Paper

Research outcomes over time

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