92 citations
- Politecnico di TorinoIT3 papers
- Australian National UniversityAU2 papers
- Istituto Nazionale per la Fisica della MateriaIT2 papers
- Institute of Molecular Bioimaging and PhysiologyIT1 paper
- Institut Laue-LangevinFR1 paper
- Istituto di Ricerche Economiche e SocialiIT1 paper
- McMaster UniversityCA1 paper
- Sapienza University of RomeIT1 paper
- Scuola Normale SuperioreIT1 paper
- Università degli Studi del Piemonte Orientale “Amedeo Avogadro”IT1 paper
- Université Paris-Panthéon-AssasFR1 paper
- University of BergenNO1 paper
Showing 2009Show all
2 papers · 1 filter
q-fin.PM2009★ 2 cited
A policyholder's utility indifference valuation model for the guaranteed annuity option
Matheus R Grasselli, Sebastiano Silla
Insurance companies often include very long-term guarantees in participating life insurance products, which can turn out to be very valuable. Under a guaranteed annuity options (G.…
physics.soc-ph2009★ 33 cited
A k-generalized statistical mechanics approach to income analysis
F. Clementi, M. Gallegati, G. Kaniadakis
This paper proposes a statistical mechanics approach to the analysis of income distribution and inequality. A new distribution function, having its roots in the framework of k-gene…