City Research Online

Items where Author is "Piscopo, G."

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Article

Debon, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Piscopo, G. (2023). Multipopulation Mortality Analysis: bringing out the unobservable with Latent Clustering. Quality and Quantity, doi: 10.1007/s11135-023-01728-2

D'Amato, V., Haberman, S. & Piscopo, G. (2017). The dependency premium based on a multifactor model for dependent mortality data. Communications in Statistics - Theory and Methods, 48(1), pp. 50-61. doi: 10.1080/03610926.2017.1366523

D'Amato, V., Haberman, S., Piscopo, G. , Russolillo, M. & Trapani, L. (2016). Multiple mortality modeling in Poisson Lee-Carter framework. Communications in Statistics - Theory and Methods, 45(6), pp. 1723-1732. doi: 10.1080/03610926.2014.960580

D'Amato, V., Haberman, S., Piscopo, G. & Russolillo, M. (2014). Computational framework for longevity risk management. Computational Management Science, 11(1-2), pp. 111-137. doi: 10.1007/s10287-013-0178-2

D'Amato, V., Haberman, S., Piscopo, G. , Russolillo, M. & Trapani, L. (2014). Detecting Common Longevity Trends by a Multiple Population Approach. North American Actuarial Journal, 18(1), pp. 139-149. doi: 10.1080/10920277.2013.875884

Piscopo, G. & Haberman, S. (2011). The valuation of guaranteed lifelong withdrawal benefit options in variable annuity contracts and the impact of mortality risk. North American Actuarial Journal, 15(1), pp. 59-76. doi: 10.1080/10920277.2011.10597609

Working Paper

Haberman, S. & Piscopo, G. (2010). Surplus analysis for variable annuities with a GMDB option (Actuarial Research Paper No. 193). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Haberman, S. & Piscopo, G. (2008). Mortality risk and the valuation of annuities with guaranteed minimum death benefit options: application to the Italian population (Actuarial Research Paper No. 187). London, UK: Faculty of Actuarial Science & Insurance, City University London.

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