Advanced operational risk modelling for banks and insurance companies
2009-01-01 Angela, C; Bisignani, R; Masala, GIOVANNI BATISTA; Micocci, Marco
Advanced Operational Risk Modeling in Banks and Insurance Companies
2009-01-01 Micocci, Marco
Quantifying reputational effects for publicly traded financial institutions
2009-01-01 Cannas, Giuseppina; Masala, GIOVANNI BATISTA; Micocci, Marco
Reputational effects of operational risk events for financial institutions
2009-01-01 G., Cannas; G., Flore; Masala, GIOVANNI BATISTA; Micocci, Marco
Quantifying reputational effects for publicly traded financial institutions
2009-01-01 Cannas, Giuseppina; Masala, GIOVANNI BATISTA; Micocci, M.
Insurance and copulas: an application to indemnity claims
2009-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA
Pricing credit derivatives with a copula-based actuarial model for credit risk
2008-01-01 Masala, G.; Menzietti, M.; Micocci, M.
La formula standard per la determinazione del Solvency Capital Requirement
2008-01-01 Micocci, Marco; Magnoni, G.
Economic capital management for insurance companies using conditional value at risk and a copula approach
2008-01-01 Micocci, Marco; Bisignani, R; Masala, GIOVANNI BATISTA
Advanced models for the quantification of operational risk in financial institutions under the loss distribution approach
2008-01-01 Angela, C; Masala, GIOVANNI BATISTA; Micocci, Marco
Simulazione di calcolo del Solvency Capital Requirement per una compagnia del ramo danni
2008-01-01 Micocci, Marco; Magnoni, G.
Rischio operativo e rischio reputazionale nelle Istituzioni Finanziarie
2008-01-01 Micocci, Marco
La solvibilità delle compagnie assicurative tra la vecchia normativa e Solvency II
2008-01-01 Micocci, Marco
Pricing Credit Derivatives with a Copula-Based Actuarial Model for Credit Risk
2008-01-01 Micocci, Marco; Menzietti, M; Masala, GIOVANNI BATISTA
Asset & Liability Management e SCR di una Compagnia del Ramo Vita
2008-01-01 Micocci, Marco
Reputational effects of operational risk events for financial institutions
2008-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA; Cannas, Giuseppina; Flore, Giovanna
Advanced operational risk modelling for banks and insurance companies
2007-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA
Optimisation of conditional-VaR in an actuarial model for credit risk assuming a student copula dependence structure
2007-01-01 Masala, G.; Menzietti, M.; Micocci, M.
Matematica. Argomenti e test
2007-01-01 Masala, G.; Micocci, M.
LINEE GARANTITE E VALUTAZIONE DELLE OPZIONI IMPLICITE NEI FONDI PENSIONE
2007-01-01 Micocci, Marco
Esercitazioni di Matematica Finanziaria
2006-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA; Coppini, Spandonaro; Giordani, Fioravanti
Economic capital management for insurance companies using conditional value at risk and a copula approach
2006-01-01 Micocci, M.; Bisignani, R.; Masala, G. B.
La valutazione e la contabilizzazione delle stock option in base al principio contabile internazionale IFRS2
2006-01-01 Collu, M.; Foddis, I.; Masala, G.; Micocci, M.
La valutazione e contabilizzazione delle stock options in base al principio contabile internazionale IFRS 2
2006-01-01 Micocci, Marco
A Copula Based Actuarial Model for Credit Risk in a Multiperiod Framework
2006-01-01 Micocci, Marco; Menzietti, M; Masala, GIOVANNI BATISTA
Fiscalità, convenienza all'adesione ai fondi pensione e confronto con il trattamento di fine rapporto
2006-01-01 Micocci, Marco
Pricing credit derivatives with a copula-based actuarial model for credit risk
2005-01-01 Micocci, M.; Masala, G. B.; Menzietti, M.
Value-at-risk estimation using a copula approach
2004-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA
Optimisation of Conditional - VaR in an Actuarial Model for Credit Risk Assuming a Student Copula Dependence Structure
2004-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA; Menzietti, M.
Surrender Option Evaluation and Optimal Pricing of Insurance Life Contracts
2004-01-01 Micocci, Marco; Boldi, A.
Pension schemes with a minimum guarantee: the pricing in the case of two underlying variables and stochastic interest rates
2004-01-01 Micocci, Marco; Perrotta, A; Pellizzari, P.
La gestione finanziaria dei fondi pensione
2004-01-01 Micocci, Marco; Gismondi, F.
La valutazione del TFR in base allo IAS 19
2004-01-01 Micocci, Marco
Le garanzie dei fondi pensione: un modello di valutazione
2004-01-01 Micocci, Marco
Dipendenti: come calcolare il TFR del futuro
2004-01-01 Micocci, Marco
Backtesting value at risk estimation with non gaussian marginals
2004-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA
A Copula Based Actuarial Model for Credit Risk
2004-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA; Menzietti, M.
Pricing index linked policies with basket cliquet options embedded using a copula approach
2003-01-01 Micocci, M.; Masala, G. B.
Insurance and copulas: an application to indemnity claims
2003-01-01 Masala, GIOVANNI BATISTA; Micocci, Marco
Pricing pension funds guarantees using a copula approach
2003-01-01 Masala, GIOVANNI BATISTA; Micocci, Marco
Il rischio finanziario nei fondi pensione
2003-01-01 Micocci, Marco
International accounting standard IAS 19 and the actuarial valuation of termination indemnity funds (TFR funds) of italian firms
2003-01-01 Micocci, Marco; Gismondi, F; Lovecchio, V.
A lifestyle strategy of investment for defined contribution pension funds
2003-01-01 Micocci, Marco; Perrotta, A.
Pricing pension fund guarantees using copulas
2003-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA
La valutazione attuariale del TFR in base al principio contabile internazionale IAS 19
2002-01-01 Micocci, Marco
Tecnica attuariale delle assicurazioni sociali – aspetti economico finanziari ed attuariali
2002-01-01 Micocci, Marco; Coppini, M. A.
Dalla ripartizione alla capitalizzazione
2001-01-01 Micocci, Marco; Coppini, M. A.
A comparison between two actuarial models for credit risk
2001-01-01 Micocci, Marco
M.A.R.C.: an actuarial model for credit risk
2001-01-01 Micocci, Marco
Demographic risk and financial risk in the maagement of pension funds
2001-01-01 Micocci, Marco; Coppini, M. A.
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