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Details about Rosa Cocozza

Homepage:http://www.docenti.unina.it/rosa.cocozza
Phone:+39(0)675083
Postal address:Università degli Studi di Napoli Federico II Facolty of Economics Department of Economics, Management and Institutions Via Cinthia Monte S. Angelo 80126 NAPOLI (IT)
Workplace:Dipartimento di Economia, Management e Istituzioni (Department of Economics, Management and Institutions), Università degli Studi di Napoli - "Federico II" (Federico II University of Naples), (more information at EDIRC)

Access statistics for papers by Rosa Cocozza.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pco224


Jump to Journal Articles Chapters

Working Papers

2011

  1. One numerical procedure for two risk factors modeling
    MPRA Paper, University Library of Munich, Germany Downloads

2007

  1. A Dynamic Solvency Approach for Life Insurance
    MPRA Paper, University Library of Munich, Germany Downloads
  2. The current value of the mathematical provision: a financial risk prospect
    MPRA Paper, University Library of Munich, Germany Downloads

2004

  1. Methodological problems in solvency assessment of an insurance company
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2019

  1. 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 Downloads

2017

  1. 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 Downloads View citations (6)

Chapters

2015

  1. Back to the Future: Prospective Bank Risk Management in a Financial Analysis Perspective
    Palgrave Macmillan

2008

  1. A Liability Adequacy Test for Mathematical Provision
    Springer
 
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