Personal information

Activities

Employment (1)

University of Salerno: Fisciano, IT

Associate Professor (Department of Economics and Statistics)
Employment
Source: Self-asserted source
Maria RUSSOLILLO

Education and qualifications (1)

Università degli Studi di Napoli Federico II: Napoli, Campania, IT

Ph.D in Financial and Actuarial Mathematics
Education
Source: Self-asserted source
Maria RUSSOLILLO

Professional activities (2)

European Mathematical Society: Berlin, Berlin, DE

Member
Membership
Source: Self-asserted source
Maria RUSSOLILLO

Cass Business School, City University London: London, GB

Honorary Visiting Fellow
Invited position
Source: Self-asserted source
Maria RUSSOLILLO

Works (27)

Mortality models ensemble via Shapley value

Decisions in Economics and Finance
2024-05-31 | Journal article
Contributors: Giovanna Bimonte; Maria Russolillo; Han Lin Shang; Yang Yang
Source: check_circle
Crossref

Gender Pension Gap in EU Countries: A Between-Group Inequality Approach

Risks
2023-03-20 | Journal article
Contributors: Antonio Abatemarco; Elena Lagomarsino; Maria Russolillo
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Absolute and Relative Gender Gap in Pensions: The Impact of the Transition from DB to NDC in Italy

2022 | Book chapter
Contributors: Antonio Abatemarco; Maria Russolillo
Source: check_circle
Crossref

Green Innovation and Competition: R&D Incentives in a Circular Economy

Games
2021-09 | Journal article | Author
Contributors: Giovanna Bimonte; Maria Grazia Romano; Maria RUSSOLILLO
Source: check_circle
Multidisciplinary Digital Publishing Institute
grade
Preferred source (of 2)‎

Coherent modeling of mortality patterns for age-specific subgroups

Decisions in Economics and Finance
2019-06-02 | Journal article
Contributors: Giuseppe Giordano; Steven Haberman; Maria Russolillo
Source: check_circle
Crossref

An Indexation Mechanism for Retirement Age: Analysis of the Gender Gap

Risks
2019-02 | Journal article | Author
Contributors: Mariarosaria Coppola; Maria RUSSOLILLO; Rosaria Simone
Source: check_circle
Multidisciplinary Digital Publishing Institute
grade
Preferred source (of 2)‎

A longevity basis risk analysis in a joint FDM framework

Journal of Risk Finance
2017 | Journal article
EID:

2-s2.0-85009820718

Contributors: D’Amato, V.; Coppola, M.; Levantesi, S.; Menzietti, M.; Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Multiple mortality modeling in Poisson Lee-Carter framework

Communications in Statistics - Theory and Methods
2016 | Journal article
EID:

2-s2.0-84960533556

Contributors: D'Amato, V.; Haberman, S.; Piscopo, G.; Russolillo, M.; Trapani, L.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Tackling non-communicable diseases by a forecasting model for critical illness cover

Problems and Perspectives in Management
2016 | Journal article
EID:

2-s2.0-84974687953

Contributors: Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Adaptive Neuro-Fuzzy Inference Systems vs. stochastic models for mortality data

Smart Innovation, Systems and Technologies
2014 | Book
EID:

2-s2.0-84897911527

Contributors: D'Amato, V.; Piscopo, G.; Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Alternative assessments of the longevity trends

Mathematical and Statistical Methods for Actuarial Sciences and Finance
2014 | Book
EID:

2-s2.0-84934286551

Contributors: D'Amato, V.; Haberman, S.; Piscopo, G.; Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Computational framework for longevity risk management

Computational Management Science
2014 | Journal article
EID:

2-s2.0-84895908006

Contributors: D'Amato, V.; Haberman, S.; Piscopo, G.; Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Detecting Common Longevity Trends by a Multiple Population Approach

North American Actuarial Journal
2014 | Journal article
EID:

2-s2.0-84896318940

Contributors: D'Amato, V.; Haberman, S.; Piscopo, G.; Russolillo, M.; Trapani, L.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Forecasting Net Migration by Functional Demographic Model

Smart Innovation, Systems and Technologies
2013 | Book
EID:

2-s2.0-84879317784

Contributors: D'Amato, V.; Piscopo, G.; Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Profit participation annuities: A business profitability analysis within a demographic risk sensitive approach

Investment Management and Financial Innovations
2013 | Journal article
EID:

2-s2.0-84877723463

Contributors: D'Amato, V.; Di Lorenzo, E.; Orlando, A.; Russolillo, M.; Sibillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Simulation Framework in Fertility Projections

Smart Innovation, Systems and Technologies
2013 | Book
EID:

2-s2.0-84879321966

Contributors: D'Amato, V.; Piscopo, G.; Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Internal risk control by solvency measures

Mathematical and Statistical Methods for Actuarial Sciences and Finance
2012 | Conference paper
EID:

2-s2.0-84900656729

Contributors: D'Amato, V.; Di Lorenzo, E.; Russolillo, M.; Sibillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Measuring mortality heterogeneity in pension annuities

Mathematical and Statistical Methods for Actuarial Sciences and Finance
2012 | Conference paper
EID:

2-s2.0-84900631665

Contributors: D'Amato, V.; Piscopo, G.; Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Modelling dependent data for longevity projections

Insurance: Mathematics and Economics
2012 | Journal article
EID:

2-s2.0-84867829890

Contributors: D'Amato, V.; Haberman, S.; Piscopo, G.; Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

The Stratified Sampling Bootstrap for Measuring the Uncertainty in Mortality Forecasts

Methodology and Computing in Applied Probability
2012 | Journal article
EID:

2-s2.0-84942303236

Contributors: D'Amato, V.; Haberman, S.; Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Extending the Lee-Carter model: A three-way decomposition

Scandinavian Actuarial Journal
2011 | Journal article
EID:

2-s2.0-79957828875

Contributors: Russolillo, M.; Giordano, G.; Haberman, S.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Iterative algorithms for detecting mortality trends in the family of Lee Carter models

Frontiers in Artificial Intelligence and Applications
2011 | Book
EID:

2-s2.0-78751664464

Contributors: D'Amato, V.; Piscopo, G.; Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

The mortality of the Italian population: Smoothing techniques on the Lee-Carter model

Annals of Applied Statistics
2011 | Journal article
EID:

2-s2.0-84873367307

Contributors: D'Amato, V.; Piscopo, G.; Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

The Poisson Log-Bilinear Lee-Carter Model: Applications of Efficient Bootstrap Methods to Annuity Analyses

North American Actuarial Journal
2011 | Journal article
EID:

2-s2.0-80155144164

Contributors: D’Amato, V.; Di Lorenzo, E.; Haberman, S.; Russolillo, M.; Sibillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Lee-Carter error matrix simulation: Heteroschedasticity impact on actuarial valuations

Mathematical and Statistical Methods for Actuarial Sciences and Finance
2010 | Conference paper
EID:

2-s2.0-84900673962

Contributors: D'Amato, V.; Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Intensive computational forecasting approach to the functional demographic Lee Carter model

Frontiers in Artificial Intelligence and Applications
2009 | Book
EID:

2-s2.0-74349122170

Contributors: D'Amato, V.; Piscopo, G.; Russolillo, M.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Comparing mortality trends via Lee-Carter method in the framework of Multidimensional Data Analysis

Mathematical and Statistical Methods in Insurance and Finance
2008 | Conference paper
EID:

2-s2.0-84900270919

Contributors: Giordano, G.; Russolillo, M.; Haberman, S.
Source: Self-asserted source
Maria RUSSOLILLO via Scopus - Elsevier

Peer review (1 review for 1 publication/grant)

Review activity for Annals of operation research. (1)