Items where Author is "D'Amato, V."
Article
Carannante, M., D'Amato, V. & Haberman, S. 
ORCID: 0000-0003-2269-9759 (2023).
Effect of Covid-19 frailty heterogeneity on the future evolution of mortality by stratified weighting.
Journal of Demographic Economics, 89(3),
pp. 513-532.
doi: 10.1017/dem.2023.4
Carannante, M., D'Amato, V. & Haberman, S. ORCID: 0000-0003-2269-9759 (2022).
COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation’.
Annals of Actuarial Science, 16(3),
pp. 478-497.
doi: 10.1017/s1748499522000094
D'Amato, V., di Lorenzo, E., Haberman, S. ORCID: 0000-0003-2269-9759 , Sibilllo, M. & Tizzano, R. (2019).
Pension schemes versus real estate.
Annals of Operations Research, 299(1-2),
pp. 797-809.
doi: 10.1007/s10479-019-03241-y
D'Amato, V., di Lorenzo, E., Haberman, S. ORCID: 0000-0003-2269-9759 , Sagoo, P. & Sibillo, M. (2018).
De-risking strategy: Longevity spread buy-in.
Insurance Mathematics and Economics, 79,
pp. 124-136.
doi: 10.1016/j.insmatheco.2018.01.004
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
D'Amato, V., di Lorenzo, E., Haberman, S. , Russolillo, M. & Sibillo, M. (2011). The Poisson Log-Bilinear Lee-Carter Model: Applications Of efficient bootstrap methods to annuity analyses. North American Actuarial Journal, 15(2), pp. 315-333. doi: 10.1080/10920277.2011.10597623