Rendiconti 2002

Contents

Stefania Funari, Silvio Giove
A nearest neighbor approach for a credit classification problem

Annamaria Olivieri, Ermanno Pitacco
Managing demographic risks in long tern care insurance

Monica Billio, Marco Corazza, Michele Gobbo
Option pricing via regime switching models and multilayer perceptrons: a comparative approach

Marta Cardin, Paola Ferretti
Comparing bivariate risks: measures of dependence, concordance, diversification

Claudio Pizzi, Paolo Pellizzari
Monte Carlo pricing of American options using nonparametric regression

Sabrina Mulinacci
American path-dependent options: analysis and approximations

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