Generalized linear models in life insurance: decrements and risk factor analysis under Solvency II RR Cerchiara, M Edwards, A Gambini 18th international AFIR colloquium, 2008 | 64 | 2008 |
Undertaking specific parameters under solvency II: reduction of capital requirement or not? RR Cerchiara, V Demarco European Actuarial Journal 6, 351-376, 2016 | 8 | 2016 |
Aggregate Loss Distribution and Dependence: Composite Models, Copula functions and Fast Fourier Transform for the Danish re insurance data RR Cerchiara, F Acri Università della Calabria, Dipartimento di Economia, Statistica e Finanza …, 2016 | 3 | 2016 |
Metodo Simulativo, Fast Fourier Transform ed Extreme Value Theory per l'analisi del Costo Sinistri Aggregato nelle Assicurazioni Danni RR Cerchiara Università degli Studi di Roma" La Sapienza", 2006 | 3 | 2006 |
Estimating the volatility of non-life premium risk under solvency II: Discussion of danish fire insurance data RR Cerchiara, F Acri Risks 8 (3), 74, 2020 | 1 | 2020 |
The estimation of standard deviation of premium risk under solvency 2 RR Cerchiara, V Magatti Mathematical and Statistical Methods for Actuarial Sciences and Finance, 61-64, 2014 | 1 | 2014 |
FFT, Extreme Value Theory and Simulation to Model Non-Life Insurance Claims Dependences RR Cerchiara Mathematical and Statistical Methods in Insurance and Finance, 61-65, 2008 | 1 | 2008 |
Un primo approccio verso la definizione della relazione tra pricing e solvibilità del ramo RCA RR Cerchiara RAPPORTI SCIENTIFICI DELL'AMASES 22, 2004 | 1 | 2004 |
Piecewise Linear Dynamic Systems and Risk Theory for solvency and profitability analysis of non-life insurance companies RR Cerchiara, F Lamantia Proc. of Int. Congr. of Actuar, 7-12, 0 | 1 | |
On the USP Calculation Under Solvency II and its Approximation with a Closed Form Formula F Siegenthaler, V Demarco, RR Cerchiara Bulletin Français d ‘Actuariat (2017), 2017 | | 2017 |
Non Life Reserving Practices in Italy RR Cerchiara Non Life Reserving Practices, 36-37, 2016 | | 2016 |
Undertaking Specific Parameters or a Partial Internal Model under Solvency 2? RR Cerchiara, V Magatti Proceedings of International Congress of Actuaries 2014, 2014 | | 2014 |
Piecewise linear dynamic systems for own risk solvency assessment RR Cerchiara, F Lamantia Mathematical and Statistical Methods for Actuarial Sciences and Finance, 87-94, 2012 | | 2012 |
Model risk and hindcast testing in claim reserving RR Cerchiara Atti del XXXV convegno AMASES-PISA, 2011 | | 2011 |
Approccio quantitativo alla gestione dei Rischi Operativi RR Cerchiara, F Pizzaballa QUADERNI AIAF, 30-33, 2010 | | 2010 |
An analysis on the underwriting cycle of non-life insurance companies RR Cerchiara, F Lamantia ACTUARIAL AND FINANCIAL MATHEMATICS CONFERENCE, 89, 2009 | | 2009 |
Multivariate analyses to modelling lapse risk capital charge under Solvency II RR Cerchiara, A Gambini, RR Cerchiara AFIR LIFE 2009, 2009 | | 2009 |
Solvency 2: an analysis of the underwriting cycle with piecewise linear dynamical systems RR Cerchiara, FG Lamantia AENORM 17, 56-60, 2009 | | 2009 |
A dynamic analysis of the underwriting cycle in non-life insurance RR Cerchiara, F Lamantia ASTIN 2009, 2009 | | 2009 |
Non-life insurance risk RR Cerchiara QUADERNI AIAF, 45-50, 2008 | | 2008 |