Details about Massimiliano Menzietti

Access statistics for papers by Massimiliano Menzietti.

Last updated 2022-03-22. Update your information in the RePEc Author Service.

Short-id: pme936

Working Papers

2020

1. Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system
   LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (2)
   See also Journal Article Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system, Annals of Operations Research, Springer (2021) View citations (6) (2021)

Journal Articles

2021

1. Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system
   Annals of Operations Research, 2021, 299, (1), 765-795 View citations (6)
   See also Working Paper Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system, LIDAM Reprints ISBA (2020) View citations (2) (2020)
2. Longevity risk and economic growth in sub-populations: evidence from Italy
   Decisions in Economics and Finance, 2021, 44, (1), 101-115 View citations (1)

2020

3. The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model
   Risks, 2020, 8, (3), 1-15 View citations (1)

2019

4. Mortality Projections for Small Populations: An Application to the Maltese Elderly
   Risks, 2019, 7, (2), 1-25 View citations (1)

2018

5. NATURAL HEDGING IN LONG-TERM CARE INSURANCE
   ASTIN Bulletin, 2018, 48, (1), 233-274 View citations (2)

2017

6. A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC
   Journal of Applied Statistics, 2017, 44, (10), 1875-1892
7. A longevity basis risk analysis in a joint FDM framework
   Journal of Risk Finance, 2017, 18, (1), 55-75
8. Maximum Market Price of Longevity Risk under Solvency Regimes: The Case of Solvency II
   Risks, 2017, 5, (2), 1-21 View citations (4)

2012

9. Managing longevity and disability risks in life annuities with long term care
   Insurance: Mathematics and Economics, 2012, 50, (3), 391-401 View citations (11)

2002

10. The Development of an Optimal Bonus-Malus System in a Competitive Market
    ASTIN Bulletin, 2002, 32, (1), 159-170 View citations (3)

Chapters

2021

1. Modelling Health Transitions in Italy: A Generalized Linear Model with Disability Duration
   Springer

2008

2. A Biometric Risks Analysis in Long Term Care Insurance
   Springer