Fulvio Ortu

Fulvio Ortu

Università Commerciale Luigi Bocconi Milano - Milano / Italy
Economics & Econometrics / Financial Economics
AD Scientific Index ID: 1804304
Bocconi University
person_outline Fulvio Ortu's MOST POPULAR ARTICLES
1-) Pricing equity-linked life insurance with endogenous minimum guaranteesAR Bacinello, F OrtuInsurance: Mathematics and Economics 12 (3), 245-257, 19931891993
2-) Long-run risk and the persistence of consumption shocksF Ortu, A Tamoni, C TebaldiThe Review of Financial Studies 26 (11), 2876-2915, 20131062013
3-) Single and periodic premiums for guaranteed equity-linked life insurance under interest-rate risk: The “Lognormal+ Vasicek” CaseAR Bacinello, F OrtuFinancial Modelling, 1-25, 1994521994
4-) Pricing guaranteed securities-linked life insurance under interest rate risk”, Actuarial Approach for Financial Risks, 3rd AFIR International Colloquium, vol. 1, Roma, 1993, p …AR Bacinello, F OrtuIstituto Italiano degli Attuari, 1993411993
5-) A persistence‐based Wold‐type decomposition for stationary time seriesF Ortu, F Severino, A Tamoni, C TebaldiQuantitative Economics 11 (1), 203-230, 2020322020