Vincenzo Russo

Available identifiers

zbMath Open russo.vincenzoMaRDI QIDQ506086

List of research outcomes

Publication	Date of Publication	Type
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules	2020-04-20	Paper
Market implied volatilities for defaultable bonds	2019-10-15	Paper
A Three-Factor Model for Mortality Modeling	2019-05-28	Paper
Calibration of one-factor and two-factor hull-white models using swaptions	2019-02-18	Paper
Intensity-based framework for surrender modeling in life insurance	2017-01-31	Paper
Some considerations on Hydra groups and a new bound for the length of words	2014-04-22	Paper
Calibrating affine stochastic mortality models using term assurance premiums	2011-08-01	Paper

Research outcomes over time

This page was built for person: Vincenzo Russo