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Rocco Roberto Cerchiara
Rocco Roberto Cerchiara
在 unical.it 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
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
642008
Undertaking specific parameters under solvency II: reduction of capital requirement or not?
RR Cerchiara, V Demarco
European Actuarial Journal 6, 351-376, 2016
82016
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
32016
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
32006
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
12020
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
12014
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
12008
Un primo approccio verso la definizione della relazione tra pricing e solvibilità del ramo RCA
RR Cerchiara
RAPPORTI SCIENTIFICI DELL'AMASES 22, 2004
12004
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
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