| Managing longevity and disability risks in life annuities with long term care S Levantesi, M Menzietti Insurance: Mathematics and Economics 50 (3), 391-401, 2012 | 64 | 2012 |
| The development of an optimal bonus-malus system in a competitive market F Baione, S Levantesi, M Menzietti ASTIN Bulletin: The Journal of the IAA 32 (1), 159-170, 2002 | 26 | 2002 |
| Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension … P Devolder, S Levantesi, M Menzietti Annals of Operations Research 299 (1), 765-795, 2021 | 17 | 2021 |
| Maximum market price of longevity risk under solvency regimes: The case of Solvency II S Levantesi, M Menzietti Risks 5 (2), 29, 2017 | 16 | 2017 |
| Natural hedging in long-term care insurance S Levantesi, M Menzietti ASTIN Bulletin: The Journal of the IAA 48 (1), 233-274, 2018 | 15 | 2018 |
| The dynamics of the s&p 500 under a crisis context: Insights from a three-regime switching model L Cerboni Baiardi, M Costabile, D De Giovanni, F Lamantia, A Leccadito, ... Risks 8 (3), 71, 2020 | 11 | 2020 |
| Longevity and disability risk analysis in enhanced life annuities S Levantesi, M Menzietti Proceedings of the 1st LIFE Colloquium, Stockholm, 1-17, 2007 | 11 | 2007 |
| Longevity bond pricing models: an application to the Italian annuity market and pension schemes S Levantesi, M Menzietti, T Torri Proceeding of the 18th International AFIR Colloquium, Rome, Italy, 2008 | 10 | 2008 |
| De-risking long-term care insurance V D’Amato, S Levantesi, M Menzietti Soft Computing 24 (12), 8627-8641, 2020 | 8 | 2020 |
| A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC F Baione, P De Angelis, M Menzietti, A Tripodi Journal of Applied Statistics 44 (10), 1875-1892, 2017 | 6 | 2017 |
| Longevity risk and economic growth in sub-populations: evidence from Italy G Bozzo, S Levantesi, M Menzietti Decisions in Economics and Finance 44 (1), 101-115, 2021 | 5 | 2021 |
| Longevity risk and reinsurance strategies for enhanced pensions M Menzietti MTISD 2008. Methods, Models and Information Technologies for Decision …, 2008 | 5 | 2008 |
| The dynamics of the S&P 500 under a crisis context: Insights from a three-regime switching model LC Baiardi, M Costabile, D De Giovanni, F Lamantia, A Leccadito, ... Risks 8 (3), 1-15, 2020 | 4 | 2020 |
| Un approccio quantile regression per la tariffazione danni, basato su un modello a due parti D Biancalana | 4 | 2017 |
| Measuring financial sustainability and social adequacy of the Italian NDC pension system under the COVID-19 pandemic L Fratoni, S Levantesi, M Menzietti Sustainability 14 (23), 16274, 2022 | 3 | 2022 |
| Mortality projections for small populations: An application to the Maltese elderly M Menzietti, MF Morabito, M Stranges Risks 7 (2), 35, 2019 | 3 | 2019 |
| Optimisation of conditional-VaR in an actuarial model for credit risk assuming a student copula dependence structure G Masala, M Menzietti, M Micocci Investment management and financial innovations, 39-56, 2007 | 3 | 2007 |
| Biometric risk analysis and solvency requirements in LTC insurance S Levantesi, M Menzietti | 3 | 2006 |
| Pricing credit derivatives with a copula-based actuarial model for credit risk G Masala, M Menzietti, M Micocci Economia. Societa ed istituzioni, 79-102, 2005 | 3 | 2005 |
| Modelli di portafoglio per la gestione del rischio di credito: proposta di un modello attuariale generalizzato M Menzietti | 3 | 2002 |
