A general framework for modelling mortality to better estimate its relationship with interest rate risks MM Dacorogna, G Apicella SCOR Paper no39-Dynamics of Interest Rates and Mortality Indices, 2016 | 15 | 2016 |
Improving the forecast of longevity by combining models G Apicella, M Dacorogna, E Di Lorenzo, M Sibillo North American Actuarial Journal 23 (2), 298-319, 2019 | 14 | 2019 |
A behavioral gap in survival beliefs G Apicella, EG De Giorgi Journal of Risk and Insurance 91 (1), 213-247, 2024 | 4 | 2024 |
Gender attitudes toward longevity and retirement planning: theory and evidence G Apicella, E De Giorgi Methods and Applications in Fluorescence, 19-24, 2022 | 4 | 2022 |
Using interest rate models to improve mortality forecast G Apicella, MM Dacorogna, E Di Lorenzo, M Sibillo Available at SSRN 3070891, 2017 | 4 | 2017 |
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap G Apicella, E De Giorgi, E Di Lorenzo, M Sibillo Applied Stochastic Models in Business and Industry, 2024 | 2 | 2024 |
Gender-inclusive financial and demographic literacy: lessons from the empirical evidence G Apicella, EG De Giorgi, E Di Lorenzo, M Sibillo Swiss Finance Institute Research Paper, 2023 | 2 | 2023 |
De Giorgi (2023).“A behavioural gap in survival beliefs” G Apicella, G Enrico SSRN Electronic Journal, 0 | 2 | |
Policyholders' Subjective Beliefs: Approaching New Drivers of Insurance ESG Reputational Risk G Apicella, M Carannante, V D'Amato Available at SSRN 4400019, 2023 | 1 | 2023 |
Corrective factors for longevity projections in a dynamic context G Apicella, M Sibillo European Actuarial Journal 8 (1), 53-68, 2018 | 1 | 2018 |
Stochastic Mortality in a complex world: Methodologies and Applications within the Affine Diffusion Framework G Apicella | 1 | 2018 |
A Comprehensive Study of Mortality Dynamics in Ten Developed Countries Using the Feller Process G Apicella, M Dacorogna May 26-27 2016, Paestum Italy, 7, 2016 | 1 | 2016 |
The life care annuity: enhancing product features and refining pricing methods G Apicella, M Gaudenzi, A Molent Decisions in Economics and Finance, 1-39, 2024 | | 2024 |
The age pattern of the gender gap in mortality: stylized evidence across COVID-19 pandemic times G Apicella, E Navarro, P Requena, M Sibillo Annals of Operations Research, 1-20, 2024 | | 2024 |
The Cost of Retirement Income Provision: Some Quantitative Insights in Life Insurance G Apicella, E Di Lorenzo, G Magni, M Sibillo Mathematical and Statistical Methods for Actuarial Sciences and Finance, 1-6, 2024 | | 2024 |
Life Care Reverse Mortgages: looking towards a new mixed contract G Apicella, E Di Lorenzo, G Magni, M Sibillo | | 2024 |
Pessimistic predictions in stochastic mortality modelling: Implications in the life annuity framework G Apicella MATHEMATICAL METHODS IN ECONOMICS AND FINANCE 17 (1-2022/2023), 59-86, 2024 | | 2024 |
Mathematical and Statistical methods for Actuarial Sciences and Finance G Apicella, E Di Lorenzo, G Magni, M Sibillo Mathematical and Statistical Methods for Actuarial Sciences and Finance, 1-6, 2024 | | 2024 |
Lee–Carter model: assessing the potential to capture gender-related mortality dynamics G Apicella, E Di Lorenzo, G Piscopo, M Sibillo Decisions in Economics and Finance, 1-28, 2023 | | 2023 |
Longevity and Financial Risk-Taking G Apicella, EG De Giorgi | | 2023 |