Optimisation of Conditional-VaR in an Actuarial Model for Credit Risk Assuming a Student Copula Dependence Structure

by Giovanni Masala, Massimiliano Menzietti, Marco Micocci
Published 2007-08-01

Mortality Projections for Small Populations: An Application to the Maltese Elderly

by Massimiliano Menzietti, Maria Francesca Morabito, Manuela Stranges
Published 2019-03-01

The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model

by Lorenzo Cerboni Baiardi, Massimo Costabile, Domenico De Giovanni, Fabio Lamantia, Arturo Leccadito, Ivar Massabó, Massimiliano Menzietti, Marco Pirra, Emilio Russo, Alessandro Staino
Published 2020-07-01