ORLANDO, ALBINA
ORLANDO, ALBINA
Istituto Applicazioni del Calcolo ''Mauro Picone''
A Preliminary Investigation of a Single Shock Impact on Italian Mortality Rates Using STMF Data: A Case Study of COVID-19
2023 Carfora, Mf; Orlando, A
Cyber risk quantification: Investigating the role of cyber value at risk
2021 Orlando A.
Human behavior characterization for driving style recognition in vehicle system
2020 Martinelli, F; Mercaldo, F; Orlando, A; Nardone, V; Santone, A; Sangaiah, Ak
The security mortgage valuation in a stochastic perspective
2020 Di Lorenzo, Giovanna; Orlando, Albina; Politano, Massimiliano
Cyber Risk management: an actuarial point of view
2019 Carfora, MARIA FRANCESCA; Martinelli, Fabio; Mercaldo, Francesco; Orlando, Albina
Model checking based approach for compliance checking
2019 Martinelli, Fabio; Mercaldo, Francesco; Nardone, Vittoria; Orlando, Albina; Santone, Antonella; Vaglini, Gigliola
A "pay-how-you-drive" car insurance approach through cluster analysis
2018 Carfora, Mf; Martinelli, F; Mercaldo, F; Nardone, V; Orlando, A; Santone, A; Vaglini, G
A quantitative comparison of stochastic mortality models on Italian population data
2017 Carfora, Mf; Cutillo, L; Orlando, A
Cyber-insurance survey
2017 Marotta A.; Martinelli F.; Yautsiukhin A.; Nanni S.; Orlando A.
Measuring risk adjusted performance and product attractiveness of a life annuity portfolio
2017 Di Lorenzo, Emilia; Orlando, Albina; Sibillo, Marilena
The riskiness of longevity indexed life annuities in a stochastic Solvency II perspective
2017 Di Lorenzo, Giovanna; Orlando, Albina; Politano, Massimiliano
A stochastic quantile approach for longevity risk
2014 Orlando, Albina; Di Lorenzo, Giovanna; Politano, Massimiliano
Modeling the European Central Bank official rate: a stochastic approach
2014 Carfora, Mf; Cutillo, L; Orlando, A
Measuring and managing the longevity risk for an indexed life annuity
2013 Orlando, Albina; Politano, Massimiliano
Profit participation annuities: A business profitability analysis within a demographic risk sensitive approach
2013 D'Amato, Valeria; Di Lorenzo, Emilia; Orlando, Albina; Russolillo, Maria; Sibillo, Marilena
Solvency analysis and demographic risk measures
2011 Coppola, M; Di Lorenzo, E; Orlando, A; Sibillo, M
Managing the risk of defined contribution pension funds in a fair valuation context: numerical evidences
2010 Orlando, A; Politano, M
Pension funds risk analysis: stochastic solvency in a management perspective
2010 Orlando, A; Politano, M
Managing Structured bonds: an analysis through RAROC and EVA
2009 Orlando, A; Cocozza, R
The Value at Risk of the mathematical provision: critical issues
2008 Cocozza R.; Di Lorenzo E.; Orlando A.; Sibillo M.