| Stock market volatility GN Gregoriou CRC press, 2009 | 61 | 2009 |
| Mathematical and Statistical Methods for Actuarial Sciences and Finance C Perna, M Sibillo Springer, 2012 | 50* | 2012 |
| The VaR modeling handbook: Practical applications in alternative investing, banking, insurance, and portfolio management GN Gregoriou McGraw Hill Professional, 2010 | 19 | 2010 |
| Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks R Cerrone, R Cocozza, D Curcio, I Gianfrancesco Journal of Financial Stability 30, 126-138, 2017 | 17 | 2017 |
| Solvency of life insurance companies: methodological issues R Cocozza, ED Lorenzo | 16 | 2006 |
| Bank Risk, Governance and Regulation E Beccalli, F Poli Springer, 2015 | 14 | 2015 |
| Economia delle imprese assicurative C Porzio, DA Previati, R Cocozza, S Miani, R Pisani McGraw Hill Education Italia, 2011 | 13 | 2011 |
| La gestione del rischio di tasso di interesse nelle imprese di assicurazione sulla vita R Cocozza CEDAM, 2000 | 12 | 2000 |
| Rethinking valuation and pricing models: Lessons learned from the crisis and future challenges C Wehn, C Hoppe, GN Gregoriou Academic Press, 2012 | 11 | 2012 |
| Life insurance risk indicators: a balance sheet approach R Cocozza, E Di Lorenzo, M Sibillo Proceedings of the 9th International Congress on Insurance: Mathematics and …, 2004 | 10 | 2004 |
| The current value of the mathematical provision: a financial risk prospect R Cocozza, LE Di, M Sibillo Problems and perspectives in management, 127-140, 2007 | 9 | 2007 |
| Nonmaturity Deposits and Banks’ Exposure to Interest Rate Risk: Issues Arising from the Basel Regulatory Framework R Cocozza, D Curcio, I Gianfrancesco Journal of Risk 17 (5), 2015 | 8 | 2015 |
| The value at risk of the mathematical provision: Critical issues R Cocozza, E Di Lorenzo, A Orlando, M Sibillo Journal of Risk Management in Financial Institutions 1 (3), 311-319, 2008 | 7 | 2008 |
| Methodological problems in solvency assessment of an insurance company R Cocozza, E Di Lorenzo, M Sibillo Investment Management and Financial Innovations 2, 95-102, 2004 | 7 | 2004 |
| Risk Profiles of Life Insurance Business: quantitative analysis in a managerial perspective R Cocozza, E Di Lorenzo, M Sibillo Atti del convegno Metodi Matematici e Statistici per l’Analisi dei Dati …, 2004 | 6 | 2004 |
| Participating policies: risk and value drivers in a financial management perspective R Cocozza, A De Simone, E Di Lorenzo, M Sibillo Available at SSRN 1736887, 2011 | 4 | 2011 |
| A Dynamic Solvency Approach for Life Insurance R Cocozza, E Di Lorenzo Available at SSRN 1736922, 2011 | 3* | 2011 |
| A financial analysis of surplus dynamics for deferred life schemes R Cocozza, E Di Lorenzo, A Orlando, M Sibillo Mathematical and Statistical Methods for Actuarial Sciences and Finance, 85-92, 2010 | 3 | 2010 |
| Managing structured bonds: An analysis using RAROC and EVA R Cocozza, A Orlando Journal of Risk Management in Financial Institutions 2 (4), 409-426, 2009 | 3 | 2009 |
| On the financial risk factor in fair valuation of the mathematical provision R Cocozza, D De Feo, E Di Lorenzo, M Sibillo Available at SSRN 997202, 2005 | 3 | 2005 |
