Clemente De Rosa

University of Turin - Collegio Carlo Alberto

via Real Collegio 30

Moncalieri, Torino 10024

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

84

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Basis Risk in Static vs. Dynamic Longevity Risk Hedging

Carlo Alberto Notebooks, n.425
Number of pages: 31 Posted: 05 Dec 2015
Clemente De Rosa, Elisa Luciano and Luca Regis
University of Turin - Collegio Carlo Alberto, Collegio Carlo Alberto and University of Turin
Downloads 59 (477,365)
Citation 2

Abstract:

Loading...

longevity risk, basis risk, static vs. dynamic hedging, longevity swaps, longevity bonds

2.

Geographical Diversification and Longevity Risk Mitigation in Annuity Portfolios

Number of pages: 30 Posted: 31 Dec 2019
Clemente De Rosa, Elisa Luciano and Luca Regis
University of Turin - Collegio Carlo Alberto, Collegio Carlo Alberto and University of Turin
Downloads 25 (649,035)

Abstract:

Loading...

geographical diversification, life insurance, risk management, multipopulation mortality, longevity risk modeling, Solvency II capital requirements