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Search Results: 1 - 10 of 790 matches for " Amato "
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Further Results about Calibration of Longevity Risk for the Insurance Business  [PDF]
Mariarosaria Coppola, Valeria D’Amato
Applied Mathematics (AM) , 2014, DOI: 10.4236/am.2014.54061

In life insurance business, longevity risk, i.e. the risk that the insured population lives longer than the expected, represents the heart of the risk assessment, having significant impact in terms of solvency capital requirements (SCRs) needed to front the firm obligations. The credit crisis has shown that systemic risk as longevity risk is relevant and that for many insurers it is actually the dominant risk. With the adoption of the Solvency II directive, a new area for insurance in terms of solvency regulation has been opened up. The international guidelines prescribe a market consistent valuation of balance sheets, where the solvency capital requirements to be set aside are calculated according to a modular structure. By mapping the main risk affecting the insurance portfolio, the capital amount able to cover the liabilities corresponds to each measured risk. In Solvency II, the longevity risk is included into underwriting risk module. In particular, the rules propose that companies use a standard model for measuring the SCRs. Nevertheless, the legislation under consideration allows designing tailor-made internal models. As regards the longevity risk assessment, the regulatory standard model leads to noteworthy inconsistencies. In this paper, we propose a stochastic volatility model combined with a so-called coherent risk measure as the expected shortfall for measuring the SCRs according to more realistic assumptions on future evolution of longevity trend. Finally empirical evidence is provided.

Senza futuro è difficile avere un passato / Is difficult to have a Past without having a Future
Amato, Giuliano
Storicamente , 2011,
The new glial model
F. Amato
Pathos : Trimestrale di Algologia , 2012,
Abstract: The management of clinical pain is a major challenge in health care and basic research.New protein structures involved in the transduction of pain such as thermalreceptors 'Transient Receptor Potential' (TRP), receptors of potential transition, that are non-selective cation channels, have been identified in recent studies. The inflammatory process lowers the threshold for activation of receptors TRP, which is normally active at higher body temperatures than the baseline. Recent studies have shown that the TRPV1 plays a role in the activation of the glia cord in the presence of nociceptive, inflammatory and neuropathic pain, through the activation of an action potential responsible for the release of neurotransmitters such as glutamate and CGRP in the dorsal horn. So, this process activates and supports the mechanism of chronic pain. A greater appreciation of the role of various mediators or mechanisms that activate microglia could help bring new therapeutic targets in the future and new efforts to improve the treatment of severe symptoms of chronic pain.
Colouring of Voloshin for ATS(v)
Alberto Amato
Le Matematiche , 2002,
Abstract: A mixed hypergraph is a triple H=(S,C,D), where S is the vertex set and each of C,D is a family of not-empty subsets of S, the C-edges and D-edges respectively. A strict k-colouring of H is a surjection f from the vertex set into a set of colours {1, 2, . . . , k} so that each C-edge contains at least two distinct vertices x, y such that f(x) = f(y) and each D-edge contains at least two vertices x, y such that f(x)=f(y). For each k ∈ {1, 2, . . . , |S|}, let r_k be the number of partitions of the vertex set into k not-empty parts (the colour classes) such that the colouring constraint is satisfied on each C-edge and D-edge. The vector R(H ) = (r_1 , . . . , r_k ) is called the chromatic spectrum of H. These concepts were introduced by V. Voloshin in 1993 [6]. In this paper we examine colourings of mixed hypergraphs in the case that H is an ATS(v).
Local differentiability for the solutions to basic systems of higher order
Roberto Amato
Le Matematiche , 1987,
Abstract: In this paper we show a local differentiability result and a fundamental estimate for the solutions to non linear basic systems of higher order. Tese results are preliminary to the study of the quasi-holder continuity for non linear parabolic systems of higher order.
Silica-Encapsulated Efficient and Stable Si Quantum Dots with High Biocompatibility
Amato G
Nanoscale Research Letters , 2010,
Abstract: A facile fabrication method to produce biocompatible semiconductor Quantum Dots encapsulated in high quality and thick thermal oxide is presented. The process employs sonication of porous Si/SiO2 structures to produce flakes with dimension in the 50–200 nm range. These flakes show a coral-like SiO2 skeleton with Si nanocrystals embedded in and are suitable for functionalization with other diagnostic or therapeutic agents. Silicon is a biocompatible material, efficiently cleared from the human body. The Photoluminescence emission falls in the transparency window for living tissues and is found to be bright and stable for hours in the aggressive biological environment.
El arte de la naturalidad: el cine y sus espectros en la literatura de Quiroga
Mariana Amato
Cuadernos LIRICO : Revista de la Red Interuniversitaria de Estudios sobre las Literaturas Rioplatenses Contemporáneas en Francia , 2010,
Abstract: Es un hecho conocido que una parte importante de la narrativa de Horacio Quiroga interroga los adelantos científico-tecnológicos de su tiempo. Este aspecto de la literatura de Quiroga, que ha sido estudiado por Beatriz Sarlo, se complementa con otro que casi parece contradecirlo : si, por un lado, la narrativa de Quiroga consta de un polo moderno que consiste en la exploración literaria de los avances tecnológicos que caracterizaron las primeras décadas del siglo XX, por otro lado, también se...
Particle Acceleration in Astrophysical Sources
Elena Amato
Physics , 2015,
Abstract: Astrophysical sources are extremely efficient accelerators. Some sources emit photons up to multi-TeV energies, a signature of the presence, within them, of particles with energies much higher than those achievable with the largest accelerators on Earth. Even more compelling evidence comes from the study of Cosmic Rays, charged relativistic particles that reach the Earth with incredibly high energies: at the highest energy end of their spectrum, these subatomic particles are carrying a macroscopic energy, up to a few Joules. Here I will address the best candidate sources and mechanisms as cosmic particle accelerators. I will mainly focus on Galactic sources such as Supernova Remnants and Pulsar Wind Nebulae, which being close and bright, are the best studied among astrophysical accelerators. These sources are held responsible for most of the energy that is put in relativistic particles in the Universe, but they are not thought to accelerate particles up to the highest individual energies, $\approx 10^{20}$ eV. However they allow us to study in great detail acceleration mechanisms such as shock acceleration (both in the newtonian and relativistic regime) or magnetic reconnection, the same processes that are likely to be operating also in more powerful sources.
Particle acceleration and radiation in Pulsar Wind Nebulae
Elena Amato
Physics , 2015,
Abstract: Pulsar Wind Nebulae are the astrophysical sources that host the most relativistic shocks in Nature and the only Galactic sources in which we have direct evidence of PeV particles. These facts make them very interesting from the point of view of particle acceleration physics, and their proximity and brightness make them a place where fundamental processes common to different classes of relativistic sources have a better chance to be understood. I will discuss how well we understand the physics of Pulsar Wind Nebulae, describing recent progress and highlighting the main open questions. I will be mostly concerned with the subject of particle acceleration, but, as we will see, in order to clarify the physics of this process, it is important to determine the conditions of the plasma in the nebula. These in turn can only be constrained through detailed modelling of the PWN dynamics and radiation. The shock in the Crab Nebula is probably the most efficient accelerator known, both in terms of conversion of the flow energy into accelerated particles (tens of percent) and in terms of maximum energy achieved ($\approx 10^{15}$ eV). I will review the different mechanisms proposed to explain particle acceleration and recent constraints derived from the comparison of synthetic emission maps with multi-wavelength data, including variability.
The theory of pulsar wind nebulae
E. Amato
Physics , 2013, DOI: 10.1142/S2010194514601604
Abstract: I review the current status of our theoretical understanding of Pulsar Winds and associated nebulae (PWNe). In recent years, axisymmetric models of pulsar winds with a latitude dependent energy flux have proved very successful at explaining the morphology of PWNe as seen in the X-rays. This success has prompted developments aimed at using multi-wavelength observations of these nebulae as a diagnostics of the hidden physics of the pulsar wind and of the mechanism(s) through which particles are accelerated in these sources. I will discuss these most recent developments in terms of the information that we infer from detailed comparison of simulated non-thermal emission with current observations.
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