Emilia Di Lorenzo : Citation Profile


Are you Emilia Di Lorenzo?

Università degli Studi di Napoli - "Federico II"

3

H index

0

i10 index

23

Citations

RESEARCH PRODUCTION:

12

Articles

3

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 1
   Journals where Emilia Di Lorenzo has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 4 (14.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi262
   Updated: 2022-08-06    RAS profile: 2021-04-03    
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Relations with other researchers


Works with:

Sibillo, Marilena (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Emilia Di Lorenzo.

Is cited by:

Blake, David (6)

Sibillo, Marilena (1)

Perna, Cira (1)

Loisel, Stéphane (1)

Bravo, Jorge (1)

Orlando, Giuseppe (1)

Eling, Martin (1)

Cites to:

Blake, David (8)

Sibillo, Marilena (6)

Babbel, David (5)

Berger, Allen (3)

Ortu, Fulvio (2)

Lee, Ronald (2)

Szego, Giorgio (2)

Ballotta, Laura (2)

Fornero, Elsa (1)

Spencer, Byron (1)

Serrano-Cinca, Carlos (1)

Main data


Where Emilia Di Lorenzo has published?


Journals with more than one article published# docs
North American Actuarial Journal4
Applied Stochastic Models in Business and Industry2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3

Recent works citing Emilia Di Lorenzo (2022 and 2021)


YearTitle of citing document
2021Pricing longevity derivatives via Fourier transforms. (2021). Vidal, Joo Pedro ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:81-97.

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2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

Full description at Econpapers || Download paper

2021Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA). (2021). Orlando, Giuseppe ; Bace, Edward . In: Administrative Sciences. RePEc:gam:jadmsc:v:11:y:2021:i:3:p:62-:d:581161.

Full description at Econpapers || Download paper

2021COVID-19 Crisis and Resilience: Challenges for the Insurance Sector. (2021). Piscopo, Gabriella ; Levantesi, Susanna. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:11:y:2021:i:3:f:11_3_1.

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2021COVID-19 Crisis and Resilience: Challenges for the Insurance Sector. (2021). Piscopo, Gabriella ; Levantesi, Susanna. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v::y:2021:i::f:11_7_1.

Full description at Econpapers || Download paper

Works by Emilia Di Lorenzo:


YearTitleTypeCited
2018De-risking strategy: Longevity spread buy-in In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article3
2019Social uncertainty evaluation in Social Impact Bonds: Review and framework In: Research in International Business and Finance.
[Full Text][Citation analysis]
article6
2011Solvency analysis and demographic risk measures In: Journal of Risk Finance.
[Full Text][Citation analysis]
article1
2018Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans In: Risks.
[Full Text][Citation analysis]
article2
2020Economic Paradigms and Corporate Culture after the Great COVID-19 Pandemic: Towards a New Role of Welfare Organisations and Insurers In: Sustainability.
[Full Text][Citation analysis]
article3
2006A stochastic proportional hazard model for the force of mortality In: Journal of Forecasting.
[Full Text][Citation analysis]
article3
2004Methodological problems in solvency assessment of an insurance company In: MPRA Paper.
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paper0
2007The current value of the mathematical provision: a financial risk prospect In: MPRA Paper.
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paper0
2007A Dynamic Solvency Approach for Life Insurance In: MPRA Paper.
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paper0
2008A Liability Adequacy Test for Mathematical Provision In: Springer Books.
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chapter0
2011The Poisson Log-Bilinear Lee-Carter Model In: North American Actuarial Journal.
[Full Text][Citation analysis]
article3
1997“Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997 In: North American Actuarial Journal.
[Full Text][Citation analysis]
article0
2019Improving the Forecast of Longevity by Combining Models In: North American Actuarial Journal.
[Full Text][Citation analysis]
article1
1998“Relative Importance of Risk Sources in Insurance Systems”, Edward W. Frees, April 1998 In: North American Actuarial Journal.
[Full Text][Citation analysis]
article0
1999A stochastic model for financial evaluation: applications to actuarial contracts In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]
article1
2003Stochastic analysis in life office management: applications to large annuity portfolios In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]
article0

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