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A Preliminary Investigation of a Single Shock Impact on Italian Mortality Rates Using STMF Data: A Case Study of COVID-19.
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- Data (2306-5729), 2023, v. 8, n. 6, p. 107, doi. 10.3390/data8060107
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Some Remarks on Malicious and Negligent Data Breach Distribution Estimates.
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- Computation, 2022, v. 10, n. 12, p. 208, doi. 10.3390/computation10120208
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Cyber Risk Quantification: Investigating the Role of Cyber Value at Risk.
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- Risks, 2021, v. 9, n. 10, p. 184, doi. 10.3390/risks9100184
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The security mortgage valuation in a stochastic perspective.
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- Electronic Journal of Applied Statistical Analysis, 2020, v. 13, n. 1, p. 256, doi. 10.1285/i20705948v13n1p256
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- Article
A "pay-how-you-drive" car insurance approach through cluster analysis.
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- Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2019, v. 23, n. 9, p. 2863, doi. 10.1007/s00500-018-3274-y
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- Article
Model Checking Based Approach for Compliance Checking.
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- Information Technology & Control, 2019, v. 48, n. 2, p. 278, doi. 10.5755/j01.itc.48.2.21724
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The riskiness of longevity indexed life annuities in a stochastic Solvency II perspective.
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- Electronic Journal of Applied Statistical Analysis, 2017, v. 10, n. 2, p. 572, doi. 10.1285/i20705948v10n2p572
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- Article
MODELING THE EUROPEAN CENTRAL BANK OFFICIAL RATE: A STOCHASTIC APPROACH.
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- Journal of Applied Quantitative Methods, 2014, v. 9, n. 3, p. 1
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Managing the riskiness of defined contribution pension funds in a fair-valuation context.
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- Journal of Risk Management in Financial Institutions, 2010, v. 3, n. 2, p. 184
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Managing structured bonds: An analysis using RAROC and EVA.
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- Journal of Risk Management in Financial Institutions, 2009, v. 2, n. 4, p. 409
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The value at risk of the mathematical provision: Critical issues.
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- Journal of Risk Management in Financial Institutions, 2008, v. 1, n. 3, p. 311
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- Article