Details about Emilia Di Lorenzo

Access statistics for papers by Emilia Di Lorenzo.

Last updated 2024-12-08. Update your information in the RePEc Author Service.

Short-id: pdi262

Working Papers

2023

1. Gender-inclusive financial and demographic literacy: lessons from the empirical evidence
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2007

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

2004

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

Journal Articles

2024

1. Insurance business and social sustainability: A proposal
   Socio-Economic Planning Sciences, 2024, 93, (C)
2. Securitization for common health
   Socio-Economic Planning Sciences, 2024, 93, (C) View citations (1)

2021

3. Pension schemes versus real estate
   Annals of Operations Research, 2021, 299, (1), 797-809 View citations (3)

2020

4. Economic Paradigms and Corporate Culture after the Great COVID-19 Pandemic: Towards a New Role of Welfare Organisations and Insurers
   Sustainability, 2020, 12, (19), 1-14 View citations (5)

2019

5. Improving the Forecast of Longevity by Combining Models
   North American Actuarial Journal, 2019, 23, (2), 298-319 View citations (1)
6. Social uncertainty evaluation in Social Impact Bonds: Review and framework
   Research in International Business and Finance, 2019, 47, (C), 40-56 View citations (9)

2018

7. De-risking strategy: Longevity spread buy-in
   Insurance: Mathematics and Economics, 2018, 79, (C), 124-136 View citations (4)
8. Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans
   Risks, 2018, 6, (1), 1-21 View citations (2)

2011

9. Solvency analysis and demographic risk measures
   Journal of Risk Finance, 2011, 12, (4), 252-269
10. The Poisson Log-Bilinear Lee-Carter Model
    North American Actuarial Journal, 2011, 15, (2), 315-333 View citations (2)

2008

11. The value at risk of the mathematical provision: Critical issues
    Journal of Risk Management in Financial Institutions, 2008, 1, (3), 311-319

2006

12. A stochastic proportional hazard model for the force of mortality
    Journal of Forecasting, 2006, 25, (7), 529-536 View citations (3)

2003

13. Stochastic analysis in life office management: applications to large annuity portfolios
    Applied Stochastic Models in Business and Industry, 2003, 19, (1), 31-42 View citations (4)

1999

14. A stochastic model for financial evaluation: applications to actuarial contracts
    Applied Stochastic Models in Business and Industry, 1999, 15, (4), 269-275 View citations (2)

1998

15. “Relative Importance of Risk Sources in Insurance Systems”, Edward W. Frees, April 1998
    North American Actuarial Journal, 1998, 2, (2), 49-49

1997

16. “Stochastic Analysis of the Interaction Between Investment and Insurance Risks”, Gary Parker, April 1997
    North American Actuarial Journal, 1997, 1, (2), 74-75

Chapters

2008

1. A Liability Adequacy Test for Mathematical Provision
   Springer