2 papers
q-fin.PR2018
Infinite dimensional portfolio representation as applied to model points selection in life insurance
Enrico Ferri
We consider the problem of seeking an optimal set of model points associated to a fixed portfolio of life insurance policies. Such an optimal set is characterized by minimizing a c…
math.PR2017
Asymptotic Stability of Empirical Processes and Related Functionals
José L. Fernández, Enrico Ferri, Carlos Vázquez
Let be a space of observables in a sequence of trials and define to be the empirical distributions of the outcomes. We discuss the almost sure convergence of the se…