Details about Roberta Melis

Access statistics for papers by Roberta Melis.

Last updated 2023-10-12. Update your information in the RePEc Author Service.

Short-id: pme330

Working Papers

2021

1. Optimal annuitisation in a deterministic financial environment
   LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
   See also Journal Article Optimal annuitisation in a deterministic financial environment, Decisions in Economics and Finance, Springer (2021) (2021)

2015

2. Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework
   LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (6)
   Also in LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2012) View citations (2)
   See also Journal Article OPTIMAL MIX BETWEEN PAY AS YOU GO AND FUNDING FOR PENSION LIABILITIES IN A STOCHASTIC FRAMEWORK, ASTIN Bulletin, Cambridge University Press (2015) View citations (8) (2015)

2014

3. Mixed pension systems sustainability
   Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia

2012

4. Financial crisis: a new measure for risk of pension funds assets
   Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia View citations (1)

Journal Articles

2025

1. Dynamical analysis of a prey-predator-tourist model: Environmental preferences and optimal fee control
   Chaos, Solitons & Fractals, 2025, 191, (C)

2021

2. Optimal annuitisation in a deterministic financial environment
   Decisions in Economics and Finance, 2021, 44, (1), 161-175
   See also Working Paper Optimal annuitisation in a deterministic financial environment, LIDAM Reprints ISBA (2021) (2021)

2017

3. Pension funds rules: Paradoxes in risk control
   Finance Research Letters, 2017, 22, (C), 20-29 View citations (2)

2015

4. Financial Crisis: A New Measure for Risk of Pension Fund Portfolios
   PLOS ONE, 2015, 10, (6), 1-12 View citations (2)
5. OPTIMAL MIX BETWEEN PAY AS YOU GO AND FUNDING FOR PENSION LIABILITIES IN A STOCHASTIC FRAMEWORK
   ASTIN Bulletin, 2015, 45, (3), 551-575 View citations (8)
   See also Working Paper Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework, LIDAM Reprints ISBA (2015) View citations (6) (2015)

2012

6. Financial and demographic risks in PAYG pension funds
   Economics Bulletin, 2012, 32, (2), 1320-1329

Chapters

2020

1. Critical Issues of Public Pension System: The Italian Case
   Springer