Details about Rosa Cocozza
Access statistics for papers by Rosa Cocozza.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: pco224
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Journal Articles Chapters
Working Papers
2011
- One numerical procedure for two risk factors modeling
MPRA Paper, University Library of Munich, Germany
2007
- A Dynamic Solvency Approach for Life Insurance
MPRA Paper, University Library of Munich, Germany
- The current value of the mathematical provision: a financial risk prospect
MPRA Paper, University Library of Munich, Germany
2004
- Methodological problems in solvency assessment of an insurance company
MPRA Paper, University Library of Munich, Germany
Journal Articles
2019
- FINANCIAL INTERMEDIARIES’ ASSET–LIABILITY DEPENDENCY AND LOW-INTEREST-RATE ENVIRONMENT: EVIDENCE FROM EU LIFE INSURERS
Journal of Financial Management, Markets and Institutions (JFMMI), 2019, 07, (01), 1-25
2017
- Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks
Journal of Financial Stability, 2017, 30, (C), 126-138
View citations (6)
Chapters
2015
- Back to the Future: Prospective Bank Risk Management in a Financial Analysis Perspective
Palgrave Macmillan
2008
- A Liability Adequacy Test for Mathematical Provision
Springer