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Rosa Cocozza
Rosa Cocozza
Full Professor of Banking and Finance, Università di Napoli FEDERICO II
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Titolo
Citata da
Citata da
Anno
Stock market volatility
GN Gregoriou
CRC press, 2009
542009
Mathematical and Statistical Methods for Actuarial Sciences and Finance
C Perna, M Sibillo
Springer, 2012
47*2012
The VaR modeling handbook: Practical applications in alternative investing, banking, insurance, and portfolio management
GN Gregoriou
McGraw Hill Professional, 2010
202010
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
192017
Solvency of life insurance companies: methodological issues
R Cocozza, ED Lorenzo
162006
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
142015
Bank Risk, Governance and Regulation
E Beccalli, F Poli
Springer, 2015
122015
Economia delle imprese assicurative
C Porzio, DA Previati, R Cocozza, S Miani, R Pisani
McGraw Hill Education Italia, 2011
122011
La gestione del rischio di tasso di interesse nelle imprese di assicurazione sulla vita
R Cocozza
CEDAM, 2000
122000
Rethinking valuation and pricing models: Lessons learned from the crisis and future challenges
C Wehn, C Hoppe, GN Gregoriou
Academic Press, 2012
102012
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
102004
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
92007
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
72008
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
72004
A liability adequacy test for mathematical provision (extended abstract)-
M Sibillo, C Rosa, E Di Lorenzo, O Albina
Books of Abstracts di MAF2006, Metodi Matematici e Statistici per le …, 2006
52006
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
52004
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
42011
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
32010
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
32009
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20