Alessandro Trudda

Università degli Studi di Sassari

Piazza Universita

Sassari, 07100

Italy

SCHOLARLY PAPERS

9

DOWNLOADS

397

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

Demographic Risk Indicators in Pay-as-You-Go Pension Funds

Problems and Perspectives in Management, Vol. 8, No. 4, pp 117-126, 2010
Number of pages: 10 Posted: 21 Jul 2011
Roberta Melis and Alessandro Trudda
Università degli Studi di Sassari and Università degli Studi di Sassari
Downloads 126 (245,155)

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Pension funds, pay-as-you-go, demographic risk, stochastic new entrants

2.

Financial and Demographic Risk Impact on Private Pay-as-You-Go Pension System: The Italian Case

Actual Problems of Economics, 133, pp. 427-439, July 2012
Number of pages: 13 Posted: 14 Jul 2012 Last Revised: 14 Aug 2012
Roberta Melis and Alessandro Trudda
Università degli Studi di Sassari and Università degli Studi di Sassari
Downloads 80 (332,420)

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Pension Funds, PAYG system, demographic risk, stochastic new entrants, extinction risk

3.

Global Asset Return in Pension Funds: A Dynamical Risk Analysis

Mathematical Methods in Economics and Finance, Vol. 3, No. 2, pp. 1-16
Number of pages: 16 Posted: 18 Jul 2011
Sergio Bianchi and Alessandro Trudda
University of Cassino and Università degli Studi di Sassari
Downloads 80 (332,420)

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pension funds, risk control, multifractional Brownian motion

4.

Total Claim Cost Distribution: Analytical and Numerical Methods

Pure Mathematics and Applications, Vol. 18, No. 1–2, pp. 161–176, 2007
Number of pages: 16 Posted: 21 Jul 2011
Alessandro Trudda
Università degli Studi di Sassari
Downloads 46 (437,291)

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5.

Demographic Risk in Pay-as-You-Go Pension Funds: A Solvency Index

Atti del XVI Convegno di Teoria del Rischio, Loffredo Editore, Napoli, ISBN: 978-88-7564-419-2, 165-186
Number of pages: 22 Posted: 23 Oct 2015 Last Revised: 24 Oct 2015
Roberta Melis and Alessandro Trudda
Università degli Studi di Sassari and Università degli Studi di Sassari
Downloads 34 (488,480)

Abstract:

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Pension Funds, PAYG, demographic risk, stochastic new entrants

6.

Some Remarks on First and Second Order Stochastic Processes Choice

Investment Management and Financial Innovations, Vol. 1, No. 3, pp. 118-131, 2004
Number of pages: 14 Posted: 21 Jul 2011
Alessandro Trudda and Albina Orlando
Università degli Studi di Sassari and Italian National Research Council (CNR)
Downloads 31 (503,054)

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A(1) model, A(2) model, covariance equivalence principle, investment risk, total riskiness of a life insurance portfolio, whole life annuity portfolio

7.

Demographic Risk in Pay-as-You-Go Pension Funds

NEW FRONTIERS IN INSURANCE AND BANK RISK MANAGEMENT, pp. 85-95, Mc Graw-Hill Italia, 2009
Posted: 23 Feb 2012
Roberta Melis and Alessandro Trudda
Università degli Studi di Sassari and Università degli Studi di Sassari

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pension funds, PAYG, demographic risk, stochastic new entrants

8.

Classifying Italian Pension Funds via GARCH Distance

MATHEMATICAL AND STATISTICAL METHODS FOR INSURANCE AND FINANCE, C. Perna and M. Sibillo, eds., Springer, 2007
Posted: 27 Jul 2011
Edoardo Otranto and Alessandro Trudda
University of Messina and Università degli Studi di Sassari

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Agglomerative algorithm, Cluster analysis, GARCH models, Pension funds, Risk profile

9.

Evaluating the Risk of Pension Funds by Statistical Procedures

TRANSITION ECONOMIES: 21ST CENTURY ISSUES AND CHALLENGES, Nova Science Publishers, 2008
Posted: 27 Jul 2011
Edoardo Otranto and Alessandro Trudda
University of Messina and Università degli Studi di Sassari

Abstract:

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Agglomerative algorithm, Cluster analysis, GARCH models, Pension funds