Browsing All of EconStor by Author Costabile, Massimo
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2020 | Testing the least-squares Monte Carlo method for the evaluation of capital requirements in life insurance | Costabile, Massimo; Viviano, Fabio |
2020 | The dynamics of the S&P 500 under a crisis context: Insights from a three-regime switching model | Cerboni Baiardi, Lorenzo; Costabile, Massimo; de Giovanni, Domenico; Lamantia, Fabio; Leccadito, Arturo; Massabo, Ivar; Menzietti, Massimiliano; Pirra, Marco; Russo, Emilio; Staino, Alessandro |
2021 | Modeling the future value distribution of a life insurance portfolio | Costabile, Massimo; Viviano, Fabio |