Edit Profile (opens in new tab) Di Lorenzo, Emilia Compute Distance To: Compute Author ID: di-lorenzo.emilia Published as: Di Lorenzo, Emilia; Di Lorenzo, E.; di Lorenzo, Emilia Documents Indexed: 20 Publications since 1985 Reviewing Activity: 177 Reviews Co-Authors: 30 Co-Authors with 17 Joint Publications 181 Co-Co-Authors all top 5 Co-Authors 3 single-authored 14 Sibillo, Marilena 3 Coppola, Mariarosaria 2 Cocozza, Rosa 2 D’Amato, Valeria 2 Haberman, Steven 2 Orlando, Albina 2 Tessitore, Gerarda 2 Tizzano, Roberto 1 Apicella, Giovanna 1 Arango, Horacio 1 Budgell, W. P. 1 Cornuelle, B. D. 1 Curchitser, E. 1 Dacorogna, Michel M. 1 Fennel, K. 1 Geyer, W. Rockwell 1 Haidvogel, Dale B. 1 Hermann, A. J. 1 Lanerolle, Lyon W. J. 1 McWilliams, James C. 1 Moore, Andrew M. 1 Orlando, Abina 1 Piscopo, Gabriella 1 Powell, Thomas M. 1 Sagoo, Pretty 1 Shchepetkin, Alexander F. 1 Sherwood, C. R. 1 Signell, R. P. 1 Warner, J. C. 1 Wilkin, John L. all top 5 Serials 4 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 3 Journal of Actuarial Practice 2 Bollettino della Unione Matemàtica Italiana. Serie VI. C. Analisi Funzionale e Applicazioni 2 Applied Stochastic Models in Business and Industry 1 Journal of Computational Physics 1 Insurance Mathematics & Economics 1 Mitteilungen. Schweizerische Vereinigung der Versicherungsmathematiker (SVVM) 1 Annals of Operations Research 1 Decisions in Economics and Finance 1 North American Actuarial Journal all top 5 Fields 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Statistics (62-XX) 3 Probability theory and stochastic processes (60-XX) 2 Partial differential equations (35-XX) 2 Geophysics (86-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 9 Publications have been cited 30 times in 27 Documents Cited by ▼ Year ▼ Ocean forecasting in terrain-following coordinates: Formulation and skill assessment of the regional ocean modeling system. Zbl 1132.86300Haidvogel, D. B.; Arango, H.; Budgell, W. P.; Cornuelle, B. D.; Curchitser, E.; Di Lorenzo, E.; Fennel, K.; Geyer, W. R.; Hermann, A. J.; Lanerolle, L.; Levin, J.; McWilliams, J. C.; Miller, A. J.; Moore, A. M.; Powell, T. M.; Shchepetkin, A. F.; Sherwood, C. R.; Signell, R. P.; Warner, J. C.; Wilkin, J. 7 2008 Risk sources in a life annuity portfolio: decomposition and measurement tools. Zbl 1066.91564Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena 6 2000 Approximate solutions of severity of ruin. Zbl 0860.62078Di Lorenzo, Emilia; Tessitore, Gerarda 4 1996 Stochastic analysis in life office management: applications to large annuity portfolios. Zbl 1039.91036Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena 3 2003 Improving the forecast of longevity by combining models. Zbl 1410.91253Apicella, Giovanna; Dacorogna, Michel; Di Lorenzo, Emilia; Sibillo, Marilena 3 2019 De-risking strategy: longevity spread buy-in. Zbl 1401.91125D’Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena 3 2018 Further remarks on risk sources measuring: the case of a life annuity portfolio. Zbl 1062.91045Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena 2 2002 Solvency of life insurance companies: methodological issues. Zbl 1192.91113Cocozza, Rosa; Di Lorenzo, Emilia 1 2006 Some results on a model in risk theory with constant dividend barrier. Zbl 0855.62093Di Lorenzo, Emilia; Sibillo, Marilena 1 1994 Improving the forecast of longevity by combining models. Zbl 1410.91253Apicella, Giovanna; Dacorogna, Michel; Di Lorenzo, Emilia; Sibillo, Marilena 3 2019 De-risking strategy: longevity spread buy-in. Zbl 1401.91125D’Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena 3 2018 Ocean forecasting in terrain-following coordinates: Formulation and skill assessment of the regional ocean modeling system. Zbl 1132.86300Haidvogel, D. B.; Arango, H.; Budgell, W. P.; Cornuelle, B. D.; Curchitser, E.; Di Lorenzo, E.; Fennel, K.; Geyer, W. R.; Hermann, A. J.; Lanerolle, L.; Levin, J.; McWilliams, J. C.; Miller, A. J.; Moore, A. M.; Powell, T. M.; Shchepetkin, A. F.; Sherwood, C. R.; Signell, R. P.; Warner, J. C.; Wilkin, J. 7 2008 Solvency of life insurance companies: methodological issues. Zbl 1192.91113Cocozza, Rosa; Di Lorenzo, Emilia 1 2006 Stochastic analysis in life office management: applications to large annuity portfolios. Zbl 1039.91036Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena 3 2003 Further remarks on risk sources measuring: the case of a life annuity portfolio. Zbl 1062.91045Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena 2 2002 Risk sources in a life annuity portfolio: decomposition and measurement tools. Zbl 1066.91564Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena 6 2000 Approximate solutions of severity of ruin. Zbl 0860.62078Di Lorenzo, Emilia; Tessitore, Gerarda 4 1996 Some results on a model in risk theory with constant dividend barrier. Zbl 0855.62093Di Lorenzo, Emilia; Sibillo, Marilena 1 1994 all cited Publications top 5 cited Publications all top 5 Cited by 50 Authors 3 Lin, X. Sheldon 3 Willmot, Gordon E. 2 Blake, David 2 Fiechter, Jerome 2 Leeds, William B. 2 Parker, Gary B. 2 Wikle, Christopher K. 1 Aro, Helena 1 Borgonovo, Emanuele 1 Bozikas, Apostolos 1 Bravo, Jorge Miguel 1 Brouhns, Natacha 1 Cairns, Andrew J. G. 1 Challenor, Peter G. 1 Colivicchi, Ilaria 1 De Waegenaere, Anja 1 Deng, Baoqing 1 Denuit, Michel M. 1 Devolder, Pierre 1 Di Lorenzo, Emilia 1 Hári, Norbert 1 Hooten, Mevin B. 1 Joshi, Mark S. 1 Lin, Luyao 1 Lu, Yi 1 MacMinn, Richard D. 1 McWilliams, James C. 1 Melenberg, Bertrand 1 Nijman, Theo E. 1 Nolde, Natalia 1 Nunes, João Pedro Vidal 1 Owen, N. E. 1 Piscopo, Gabriella 1 Pitacco, Ermanno 1 Pitselis, Georgios 1 Rabitti, Giovanni 1 Shchepetkin, Alexander F. 1 Shen, Lian 1 Tsai, Jason Chenghsien 1 Vannucci, Emanuele 1 Vermunt, Jeroen K. 1 Wang, Jennifer L. 1 Wang, Junye 1 Wetzel, Carmen 1 Yang, Di 1 Yang, Hailiang 1 Zeddouk, Fadoua 1 Zhang, Lihong 1 Zhu, Dan 1 Zwiesler, Hans-Joachim all top 5 Cited in 11 Serials 12 Insurance Mathematics & Economics 3 Journal of Computational Physics 2 North American Actuarial Journal 2 European Actuarial Journal 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Applied Mathematical Modelling 1 ASTIN Bulletin 1 Statistical Methodology 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Journal of Agricultural, Biological, and Environmental Statistics 1 SIAM/ASA Journal on Uncertainty Quantification all top 5 Cited in 9 Fields 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Statistics (62-XX) 4 Probability theory and stochastic processes (60-XX) 3 Fluid mechanics (76-XX) 3 Geophysics (86-XX) 2 General and overarching topics; collections (00-XX) 2 Numerical analysis (65-XX) 1 Special functions (33-XX) 1 Biology and other natural sciences (92-XX) Citations by Year