VIVIANO, FABIO
VIVIANO, FABIO
Dipartimento di Economia, Statistica e Finanza "Giovanni Anania"- DESF
A regression based approach for valuing longevity measures
2022-01-01 Bacinello, A. R.; Millossovich, P.; Viviano, F.
An iterative least-squares Monte Carlo approach for the simulation of cohort based biometric indices
2024-01-01 Bacinello, Anna Rita; Millossovich, Pietro; Viviano, Fabio
Combining lattice and regression methods for the evaluation of convertible bonds with soft call/put provisions
2026-01-01 Costabile, Massimo; Viviano, Fabio
Delay-Adjusted Modeling of Cybersecurity Breaches Using INLA: Evidence from State Attorney General Data
2025-01-01 Pirra, Marco; Sarubbo, Sofia; Viviano, Fabio
Efficient pricing of interest rate derivatives under a sticky diffusion
2026-01-01 Costabile, Massimo; Russo, Emilio; Viviano, Fabio
Functional disability in the Health and Retirement Study: a semi-Markov multi-state analysis
2025-01-01 De Giovanni, Domenico; Menzietti, Massimiliano; Pirra, Marco; Viviano, Fabio
Joint mortality models based on subordinated linear hypercubes
2025-01-01 De Giovanni, Domenico; Pirra, Marco; Viviano, Fabio
Modeling Health and Disability Trajectories in Later Life: A Multi-state Approach Using HRS Data
2025-01-01 De Giovanni, Domenico; Menzietti, Massimiliano; Pirra, Marco; Viviano, Fabio
Modeling the Future Value Distribution of a Life Insurance Portfolio
2021-01-01 Costabile, Massimo; Viviano, Fabio
Monte Carlo Valuation of Future Annuity Contracts
2021-01-01 Bacinello, A. R.; Millossovich, P.; Viviano, F.
Testing the least-squares Monte Carlo method for the evaluation of capital requirements in life insurance
2020-01-01 Costabile, M.; Viviano, F.