3 citations · 4 across the 4 of their papers we have counts for
4 papers
Non-monotone dependence modeling with copulas: an application to the volume-return relationship
Manfred Marvin Marchione, Fabio Baione
This paper introduces an innovative method for constructing copula models capable of describing arbitrary non-monotone dependence structures. The proposed method enables the creati…
A Risk Based approach for the Solvency Capital requirement for Health Plans
Fabio Baione, Davide Biancalana, Paolo De Angelis
The study deals with the assessment of risk measures for Health Plans in order to assess the Solvency Capital Requirement. For the estimation of the individual health care expendit…
An application of Zero-One Inflated Beta regression models for predicting health insurance reimbursement
Fabio Baione, Davide Biancalana, Paolo De Angelis
In actuarial practice the dependency between contract limitations (deductibles, copayments) and health care expenditures are measured by the application of the Monte Carlo simulati…
On a capital allocation principle coherent with the Solvency 2 standard formula
Fabio Baione, Paolo De Angelis, Ivan Granito
Solvency II Directive 2009/138/EC requires an insurance and reinsurance undertakings assessment of a Solvency Capital Requirement by means of the so-called "Standard Formula" or by…