Publications

Journal articles 2007-present

Carfora M.F., Orlando A. (2023) A Preliminary investigation of a Single Shock Impact on Italian Mortality Rates using SMTF Data: a Case Study of CAVID-19. Data , 8(6), https://doi.org/10.3390/data8060107

Carfora M.F., Orlando A. (2022) Some Remarks on malicious and negligent data breaches. Computation, https://dx.doi.org/10.3390/computation10120208

 Orlando A. (2021) Cyber Risk Quantification: Investigating the Role of Cyber Value at Risk Risks 9, no. 10: 184. https://doi.org/10.3390/risks9100184

Orlando A., Martinelli F, Mercaldo F., Nardone V., Santone A., Kuman S.A. (2020) Human behavior characterization for driving style recognition in vehicle system. Computers and Electrical Engineering, vol. 1 issn: 0045-7906 doi: 10.1016/j.compeleceng.2017.12.050;

Di Lorenzo G., Orlando A., Politano M. (2020) The security mortgage valuation in a stochastic perspective Electronic journal of Applied Statistical Analysis, 13 (1);

Carfora M.F., Martinelli F., Mercaldo F., Orlando A. (2019) Cyber Risk Management: an actuarial point of view, Journal of Operational Risk, vol. 14 (4);

Martinelli F., Mercaldo F., Nardone V. Orlando A., Santone A. Vaglini G. Model Checking Based Approach for Compliance Checking. Information Technology and Control, 48(2), (2019)  DOI: 10.5755/j01.itc.48.2.21724

Carfora M.F., Martinelli F., Mercaldo F., Nardone V., Orlando A., Santone A., Vaglini G. (2018) A “pay how you drive” car insurance approach through cluster analysis. Soft Computing;

Orlando A., Parker G. (2018) Valuation and risk assessment of a portfolio of variable annuities: a vector autoregression approach Journal of Mathematical Finance 08(02);

Carfora M.F., Cutillo L., Orlando A. (2017): A quantitative comparison of stochastic mortality models on Italian population data. Computational Statistics & Data Analysis 03/2017, DOI:10.1016/j.csda.2017.03.012;

Orlando A., Marotta A., Nanni S., F. Martinelli, A. Yautsiukhin (2017): Cyber - insurance survey. Computer Science Review 02/2017. DOI:10.1016/j.cosrev.2017.01.001;

Di Lorenzo G., Orlando A., Politano M. (2017) The riskiness of longevity indexed life annuities in a stochastic Solvency II perspectives Electronic Journal of Applied Statistical Analysis, ISSN:2070 – 5984;

Di Lorenzo E., A. Orlando, M. Sibillo (2017): Measuring Risk-Adjusted Performance and Product Attractiveness of a Life Annuity Portfolio. Journal of Mathematical Finance 01/2017 07(01):83- 101., DOI:10.4236/jmf.2017.71005;

Di Lorenzo G., Orlando A., Politano M. (2014) A stochastic quantile approach for longevity risk In: Investment Management And Financial Innovations Vol. 11, 4 ISSN: 1810-4967;

Esposito M., Orlando A. (2014) Variable Annuities and embedded options: some remarks in a fuzzy logic framework International Business And Management Vol. 9,1. ISSN: 1923-8428;

Carfora M.F., Cutillo L., Orlando A. (2014) Modelling the European Central Bank official rate: a stochastic approach In: Journal Of Applied Quantitative Methods, vol. 9 ,3. ISSN: 1842-4562;

Di Lorenzo E., Orlando A., Sibillo M. (2013) A stochastic model for loan interest rates In: Banks And Bank System, VOL. 8 ISSUE 4, ISSN: 1816-7403;

Politano M., Orlando A. (2013) Measuring and managing the longevity risk for an indexed life annuity Problems And Perspectives in Management Vol. 11 Issue 2 ISSN 1727-7051;

D’amato V., Di Lorenzo E., Orlando A., Russolillo M., Sibillo M (2013) Profit participation annuities: a business profitability analysis within a demographic risk sensitive approach - Investment Management & Financial Innovations, vol. 10, issue 1 ISSN: 1810-4967;

Coppola M., Di Lorenzo E., Orlando A., Sibillo M. (2011), Solvency analysis and demographic risk measures - The Journal Of Risk Finance, vol. 12 issue 4, ISSN: 1526-5943, Emerald Group Publishing Limited, pp. 252 – 269, (con M. Coppola, E. Di Lorenzo, A. Orlando);

Orlando A., Politano M. (2010). Pension funds risk analysis: stochastic solvency in a management perspective. In: Problems and Perspectives in Management Vol. 8 Issue 3 (cont.) ISSN 1727-7051;

Orlando A., Politano M (2010). Managing the risk of defined contribution pension funds in a fair valuation context: numerical evidences. Journal Of Risk Management In Financial Institutions,vol. 3 n. 2 pp. 184-193 ISSN: 1752-8887;

Cocozza R, Orlando A. (2009). Managing structured bonds: an analysis through RAROC and EVA. Journal Of Risk Management In Financial Institutions, vol. 2 n. 4 pp. 409-426; ISSN: 1752-8887;

Cocozza R, Di Lorenzo E, Orlando A., Sibillo M (2008). The VaR of the mathematical provision: critical issues. Journal Of Risk Management In Financial Institutions, vol. 1 p. 311-319, ISSN: 1752-8887;

Orlando A., Politano M (2007). Risk profiles of life insurance participating policies: measurement and application perspectives. Investment Management & Financial Innovations, vol. 3, ISSN: 1810-4967;

Book chapters and conference proceedings 

Carfora M. F., A. Orlando (2022) Cyber Risk: Estimates for Malicious and Negligent Breaches Distributions In book: Mathematical and statistical methods for actuarial sciences and finance (MAF 2022), Edition: 1, Publisher: Springer International Publishing, Editors;

Carfora M.F., A. Orlando (2019) Quantile based risk measures in cyber security In: Proceedings of International Workshop on Cyber Insurance and Risk Controls (CIRC 2019) nell’ambito di IEEE International Conference on Cyber International Awareness (CyberSA 2019) June 3-4, University of Oxford;

Martinelli F., Mercaldo F., Nardone V., Orlando A., Santone A., Vaglini G. (2018) Safety critical Systems formal Verification Using execution Traces 2018 IEEE 27th International Conference on Enabling Technologies: Infrastructure for Collaborative Enterprises (WETICE);

D’Amato V., Di Lorenzo E., Orlando A e Sibillo M. (2018) Life Annuity Portfolios: Risk-adjusted calculations and suggestions on the product attrctivness. In: Demopgraphy and Health Issues;

Orlando A., Carfora MF, Martinelli F., Mercaldo F., Yautsiukhin A. (2018) Cyber Risk Management: a new challenge for actuarial mathematics In book: mathematical and statistical methods for actuarial sciences and finance (MAF 2018), Edition: 1, Publisher: Springer International Publishing, Editors:

Di Lorenzo E., Orlando A. e Sibillo M. (2018) Profitability vs. attractiveness within a performance analysis of a life annuity business In: Mathematical and Statistical Methods for actuarial sciences and finance;

Martinelli F., Orlando A., Uuganbayar G., Yautsiukhin A. (2018) Preventing the drop in Security investments for non competitive cyber insurance. In: Cuppens N., Cuppens F., Lanet JL., Legay A., Garcia-Alfaro J (eds). Risks And Security Of Internet And Systems. Crisis 2017. Lecture Notes In Computer Science, ISSN: 1611-3349;

Di Lorenzo E., La Rocca M., Orlando A., Perna C., Sibillo M. (2014) Empirical Evidences on Predictive Accuracy of Survival Models In: Mathematical And Statistical Methods For Actuarial Science And Finance Springer International Publishing (Eds.), ISBN 978-3-319-05013-3 ;

Coppola M., Orlando A., Politano M. (2012) Capital requirements for aggregate risks in long term living products: a stochastic approach In: Mathematical And Statistical Methods For Actuarial Science And Finance C. Perna & Sibillo (Eds.),ISBN 978-88-470-2341-3 DOI 10.1007/978-88- 470-2342-0;

Cocozza R, Di Lorenzo E, Orlando A., Sibillo M (2010). A financial analysis of surplus dynamics for deferred life schemes. In: Mathematical And Statistical Methods For Actuarial Science And Finance M.Corazza & C. Pizzi (Eds.),ISBN 978-88-470-1480-0 e ISBN 978-88-470-1481-7 DOI 1007/978-88;

Coppola M, Di Lorenzo E, Orlando A., Sibillo M (2007). Measuring demographic uncertainty via actuarial risk indexes. In: Christos H. Skiadas. Recent Advances In Stochastic Modelling And Data Analysis. World Scientific Publishing Co Pte Ltd., ISBN/ISSN: 978-981-270-968-4.

Altro

Fabio Martinelli, Albina Orlando e Artsiom Yautsiukhin (2019). Cyber polizze a misura di impresa. ISPI - Istituto per gli studi di politica internazionale. https://www.ispionline.it/it/pubblicazione/cyber-polizze-misura-di-impresa-23067