E. Pitacco

Demography · 2004–2018

A researcher in the Science corpus: 7 papers; trusts 5 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

Whom E. Pitacco trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Andrew J. G. Cairns
  2. M. Milevsky
  3. Enrico Biffis
  4. Steven Haberman

Who trusts E. Pitacco overall

  1. Michel Denuit
  2. Elisa Luciano
  3. Elena Vigna
  4. Esther Frostig
  5. J. Alho
  6. Enrico Biffis
  7. H. Booth
  8. Luciano Elisa
  9. N. Hári
  10. Zoltan Butt

Papers from E. Pitacco's perspective

Ordered by how strongly the researchers E. Pitacco trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Affine Processes for Dynamic Mortality and Actuarial Valuations
  2. Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (ASTIN Bulletin: The Journal of the International Actuarial Association)
  3. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
  4. Premium Calculation by Transforming the Layer Premium Density
  5. A cohort-based extension to the Lee-Carter model for mortality reduction factors
  6. A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
  7. A Poisson log-bilinear regression approach to the construction of projected lifetables
  8. Pricing and Hedging Guaranteed Annuity Options via Static Option Replication
  9. Arbitrage Theory in Continuous Time
  10. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans

Their papers