Franco Moriconi

University of Perugia - Department of Economics

Full Professor

via Pascoli, 20

PG 06123 Perugia, 06123

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

580

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Embedded Value in Life Insurance

Number of pages: 88 Posted: 13 Apr 2016
University of Rome I, University of Rome I, University of Perugia - Department of Economics and University of Siena - Department of Economics and Statistics
Downloads 206 (188,625)
Citation 11

Abstract:

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embedded value, value of business in force, market consistent valuation, profit-sharing

2.

An Optimality Approach to the Application Ratio for the Matching Adjustment in the Solvency II Regime

Alef Technical Report – 12/03
Number of pages: 19 Posted: 21 Feb 2018
Gilberto Castellani, Franco Moriconi and Massimo de Felice
University of Rome I, University of Perugia - Department of Economics and University of Rome I
Downloads 144 (256,640)

Abstract:

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Matching Adjustment, Asset-Liability Management, Optimal Matching, Management Actions, Credit Risk

3.

Bornhuetter-Ferguson Reserving Method with Repricing

Number of pages: 31 Posted: 05 Dec 2015
Annina Saluz, Hans Bühlmann, Alois Gisler and Franco Moriconi
ETH Zürich - Department of Mathematics, ETH Zürich - Department of Mathematics, D-MATH, RiskLab and University of Perugia - Department of Economics
Downloads 122 (291,241)
Citation 2

Abstract:

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Claims Reserving, Bornhuetter-Ferguson Method, Credibility Theory, Repricing

4.

A Model with Exponentially Decreasing Intensity for COVID-19 Epidemic Outbreak

Number of pages: 8 Posted: 15 Apr 2020
Franco Moriconi
University of Perugia - Department of Economics
Downloads 108 (317,338)
Citation 1

Abstract:

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Coronavirus, COVID-19, pandemic, prediction model, sub-exponential model