Economics, Econometrics and Finance · Social Sciences
5h-index65citations15works0.02yr avg
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Research Topics
Stochastic processes and financial applications(8), Insurance, Mortality, Demography, Risk Management(8), Insurance and Financial Risk Management(7), Credit Risk and Financial Regulations(3), Probability and Risk Models(3)
Publications15 total
Sulle Corporate Technologies (La tecnologia del decidere, nell'impresa di assicurazione)
Iris (Roma Tre University)·2025
Applied Stochastic Models in Business and Industry·2021· 10 cited
SSRN Electronic Journal·2018· 15 citedOpen Access
Soft Computing·2015· 11 cited
Systemic sovereign risk in the valuation of solvency capital requirements
Iris (Roma Tre University)·2013
Communications in computer and information science·2012
SSRN Electronic Journal·2012Open Access
Lecture notes in computer science·2011· 11 citedOpen Access
Pricing formulae for financial options and guarantees embedded in profit sharing life insurance policies
2007· 2 cited
SSRN Electronic Journal·2005· 14 citedOpen Access
IT-supported solutions for asset-liability management. The Alm-max approach
Iris (Roma Tre University)·1996
Mathematical models for financial claims and capital markets
1994
Decisions in Economics and Finance·1988· 1 cited
Frequent Co-authors
Luca Passalacqua(7), Massimo De Felice(7), Franco Moriconi(5), Francesca Perla(4), P Zanetti(4), Ugo Fiore(3), Zelda Marino(3), Salvatore Scognamiglio(3), Carlo Domenico Mottura(3), Giuseppe Casarano(2), Claudio Pacati(2), Mauro Pagliacci(1), P. L. De Angelis(1), Andrea La Rizza(1), Bruno Ciciani(1), Alessandro Pellegrini(1)