RROJI EDIT

Ruolo: 
Ricercatore a tempo determinato
Settore scientifico disciplinare: 
METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE (SECS-S/06)
Telefono: 
0264483157
Stanza: 
U07, Piano: P04, Stanza: 4127
Via Bicocca degli Arcimboldi, 8 - 20126 MILANO

Pubblicazioni

  • Hitaj, A., Mercuri, L., & Rroji, E. (2019). Lévy CARMA models for shocks in mortality. DECISIONS IN ECONOMICS AND FINANCE, 42(1), 205-227. Dettaglio
  • Mercuri, L., & Rroji, E. (2018). Risk parity for Mixed Tempered Stable distributed sources of risk. ANNALS OF OPERATIONS RESEARCH, 260(1-2), 375-393. Dettaglio
  • Mercuri, L., & Rroji, E. (2018). Option pricing in an exponential MixedTS Lévy process. ANNALS OF OPERATIONS RESEARCH, 260(1-2), 353-374. Dettaglio
  • Hitaj, A., Mercuri, L., & Rroji, E. (2018). Some Empirical Evidence on the Need of More Advanced Approaches in Mortality Modeling. In Mathematical and Statistical Methods for Actuarial Sciences and Finance (pp. 425-430). Springer. Dettaglio
  • Iacus, S., Mercuri, L., & Rroji, E. (2018). Discrete-Time Approximation of a Cogarch(p,q) Model and its Estimation. JOURNAL OF TIME SERIES ANALYSIS, 39(5), 787-809. Dettaglio