{"id":"https://openalex.org/W1770619764","doi":"https://doi.org/10.1007/978-3-642-21878-1_58","title":"Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios","display_name":"Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W1770619764","doi":"https://doi.org/10.1007/978-3-642-21878-1_58","mag":"1770619764"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-21878-1_58","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-21878-1_58","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5084539445","display_name":"Stefania Corsaro","orcid":"https://orcid.org/0000-0002-6451-8373"},"institutions":[{"id":"https://openalex.org/I183638586","display_name":"Parthenope University of Naples","ror":"https://ror.org/05pcv4v03","country_code":"IT","type":"education","lineage":["https://openalex.org/I183638586"]},{"id":"https://openalex.org/I3005160176","display_name":"Institute for High Performance Computing and Networking","ror":"https://ror.org/04r5fge26","country_code":"IT","type":"facility","lineage":["https://openalex.org/I3005160176","https://openalex.org/I4210155236"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Stefania Corsaro","raw_affiliation_strings":["Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \u201cParthenope\u201d Via Medina 40, I-80133, Napoli, Italy","Istituto di Calcolo e Reti ad Alte Prestazioni (ICAR-CNR), Via Pietro Castellino 111, I-80131, Napoli, Italy","Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \"Parthenope\" Via Medina 40, I-80133, Napoli, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \u201cParthenope\u201d Via Medina 40, I-80133, Napoli, Italy","institution_ids":["https://openalex.org/I183638586"]},{"raw_affiliation_string":"Istituto di Calcolo e Reti ad Alte Prestazioni (ICAR-CNR), Via Pietro Castellino 111, I-80131, Napoli, Italy","institution_ids":["https://openalex.org/I3005160176"]},{"raw_affiliation_string":"Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \"Parthenope\" Via Medina 40, I-80133, Napoli, Italy","institution_ids":["https://openalex.org/I183638586"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5083165395","display_name":"Zelda Marino","orcid":"https://orcid.org/0000-0001-9026-041X"},"institutions":[{"id":"https://openalex.org/I183638586","display_name":"Parthenope University of Naples","ror":"https://ror.org/05pcv4v03","country_code":"IT","type":"education","lineage":["https://openalex.org/I183638586"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Zelda Marino","raw_affiliation_strings":["Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \u201cParthenope\u201d Via Medina 40, I-80133, Napoli, Italy","Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \"Parthenope\" Via Medina 40, I-80133, Napoli, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \u201cParthenope\u201d Via Medina 40, I-80133, Napoli, Italy","institution_ids":["https://openalex.org/I183638586"]},{"raw_affiliation_string":"Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \"Parthenope\" Via Medina 40, I-80133, Napoli, Italy","institution_ids":["https://openalex.org/I183638586"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5036099151","display_name":"Francesca Perla","orcid":"https://orcid.org/0000-0002-4671-3917"},"institutions":[{"id":"https://openalex.org/I183638586","display_name":"Parthenope University of Naples","ror":"https://ror.org/05pcv4v03","country_code":"IT","type":"education","lineage":["https://openalex.org/I183638586"]},{"id":"https://openalex.org/I3005160176","display_name":"Institute for High Performance Computing and Networking","ror":"https://ror.org/04r5fge26","country_code":"IT","type":"facility","lineage":["https://openalex.org/I3005160176","https://openalex.org/I4210155236"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Francesca Perla","raw_affiliation_strings":["Dept. Math & Stat, University of Naples Parthenope, via Medina 40, 80133, Napoli, Italy","Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \u201cParthenope\u201d Via Medina 40, I-80133, Napoli, Italy","Istituto di Calcolo e Reti ad Alte Prestazioni (ICAR-CNR), Via Pietro Castellino 111, I-80131, Napoli, Italy","Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \"Parthenope\" Via Medina 40, I-80133, Napoli, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dept. Math & Stat, University of Naples Parthenope, via Medina 40, 80133, Napoli, Italy","institution_ids":["https://openalex.org/I183638586"]},{"raw_affiliation_string":"Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \u201cParthenope\u201d Via Medina 40, I-80133, Napoli, Italy","institution_ids":["https://openalex.org/I183638586"]},{"raw_affiliation_string":"Istituto di Calcolo e Reti ad Alte Prestazioni (ICAR-CNR), Via Pietro Castellino 111, I-80131, Napoli, Italy","institution_ids":["https://openalex.org/I3005160176"]},{"raw_affiliation_string":"Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \"Parthenope\" Via Medina 40, I-80133, Napoli, Italy","institution_ids":["https://openalex.org/I183638586"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5008401240","display_name":"P Zanetti","orcid":"https://orcid.org/0000-0002-5915-2389"},"institutions":[{"id":"https://openalex.org/I183638586","display_name":"Parthenope University of Naples","ror":"https://ror.org/05pcv4v03","country_code":"IT","type":"education","lineage":["https://openalex.org/I183638586"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Paolo Zanetti","raw_affiliation_strings":["Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \u201cParthenope\u201d Via Medina 40, I-80133, Napoli, Italy","Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \"Parthenope\" Via Medina 40, I-80133, Napoli, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \u201cParthenope\u201d Via Medina 40, I-80133, Napoli, Italy","institution_ids":["https://openalex.org/I183638586"]},{"raw_affiliation_string":"Dipartimento di Statistica e Matematica per la Ricerca Economica, Universit\u00e0 degli Studi di Napoli, \"Parthenope\" Via Medina 40, I-80133, Napoli, Italy","institution_ids":["https://openalex.org/I183638586"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":1.2228,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.84381139,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"471","last_page":"478"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9957000017166138,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9909999966621399,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.8320000171661377},{"id":"https://openalex.org/keywords/life-insurance","display_name":"Life insurance","score":0.663831353187561},{"id":"https://openalex.org/keywords/software","display_name":"Software","score":0.5453348755836487},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.246648371219635},{"id":"https://openalex.org/keywords/programming-language","display_name":"Programming language","score":0.1306234896183014}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8320000171661377},{"id":"https://openalex.org/C3020299011","wikidata":"https://www.wikidata.org/wiki/Q626608","display_name":"Life insurance","level":2,"score":0.663831353187561},{"id":"https://openalex.org/C2777904410","wikidata":"https://www.wikidata.org/wiki/Q7397","display_name":"Software","level":2,"score":0.5453348755836487},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.246648371219635},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.1306234896183014},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-642-21878-1_58","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-21878-1_58","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},{"id":"pmh:oai:ricerca.uniparthenope.it:11367/30481","is_oa":false,"landing_page_url":"https://hdl.handle.net/11367/30481","pdf_url":null,"source":{"id":"https://openalex.org/S4377196432","display_name":"CINECA IRIS Institutial research information system (Parthenope University of Naples)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I183638586","host_organization_name":"Parthenope University of Naples","host_organization_lineage":["https://openalex.org/I183638586"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/bookPart"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5899999737739563,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W82046789","https://openalex.org/W1578103278","https://openalex.org/W1789294684","https://openalex.org/W2011886674","https://openalex.org/W2058921293","https://openalex.org/W2082317778","https://openalex.org/W2084716442","https://openalex.org/W2116925137","https://openalex.org/W2122525602","https://openalex.org/W4248204349"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W2358668433","https://openalex.org/W4396701345","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W4396696052","https://openalex.org/W4402327032","https://openalex.org/W2382290278"],"abstract_inverted_index":null,"counts_by_year":[{"year":2015,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
