← All authors Gian Paolo Clemente Università Cattolica del Sacro Cuore (from arXiv:2206.06309, 2022) · ORCID · OpenAlex
38 papers in scope · 38 published · 2 on the econ.EM arXiv · 418 citations · h-index 13 (over the papers listed here)
Papers (2 of 38)
Shapley risk sharing in peer-to-peer insurance
published 2026 · Decisions in Economics and Finance
with Susanna Levantesi, Gabriella Piscopo
Effects of Traditional Reinsurance on Demographic Risk Under the Solvency II Framework
published 2025 · Risks
with Emily Bianchessi, Francesco Della Corte, Nino Savelli
Market-Consistent Valuation and Capital Assessment for Demographic Risk in Life Insurance: A Cohort Approach
published 2024 · North American Actuarial Journal · 2 citations
with Francesco Della Corte, Nino Savelli, Diego Zappa
A Self-Adaptive Centrality Measure for Asset Correlation Networks
published 2024 · Economies · 1 citations
An undertaking specific approach to address diversifiable demographic risk within Solvency II framework
published 2024 · Decisions in Economics and Finance · 3 citations
with Francesco Della Corte, Nino Savelli
Risk sharing rule and safety loading in a peer to peer cooperative insurance model
published 2024 · Decisions in Economics and Finance · 7 citations
with Susanna Levantesi, Gabriella Piscopo
Why insurance regulators need to require sensitivity settings of internal models for their approval
published 2023 · Finance research letters · 4 citations
with Emanuele Borgonovo, Giovanni Rabitti
Optimal cashback in a cooperative framework for peer-to-peer insurance coverages
published 2023 · Annals of Operations Research · 6 citations
with Susanna Levantesi, Gabriella Piscopo
Unraveling the key drivers of community composition in the agri-food trade network
published 2023 · Scientific Reports · 8 citations
with Alessandra Cornaro, Francesco Della Corte
Editorial on the Special Issue on Insurance: complexity, risks and its connection with social sciences
published 2023 · Quality & Quantity · 1 citations
with Diego Zappa, Francesco Della Corte, Nino Savelli
Assessing Systemic Risk in the Insurance Sector Via Network Theory
published 2023 · Variance · first circulated 2020
with Alessandra Cornaro
Strategic energy flows in input‐output relations: A temporal multilayer approach
published 2023 · Applied Stochastic Models in Business and Industry · 4 citations · first circulated 2022
Special Issue “Data Science in Insurance”
published 2023 · Risks · 4 citations
with Francesco Della Corte, Nino Savelli, Diego Zappa
published 2022 · Physica A Statistical Mechanics and its Applications · 18 citations
published 2022 · arXiv · 16 citations · first circulated 2021
A multilayer approach for systemic risk in the insurance sector
published 2022 · Chaos Solitons & Fractals · 20 citations
with Alessandra Cornaro
A tensor-based unified approach for clustering coefficients in financial multiplex networks
published 2022 · Information Sciences · 21 citations
Smart network based portfolios
published 2022 · Annals of Operations Research · 18 citations · first circulated 2019
Modeling General Practitioners’ Total Drug Costs through GAMLSS and Collective Risk Models
published 2022 · North American Actuarial Journal · 3 citations
with Nino Savelli, Giorgio Alfredo Spedicato, Diego Zappa
A Bridge between Local GAAP and Solvency II Frameworks to Quantify Capital Requirement for Demographic Risk
published 2021 · Risks · 7 citations
with Francesco Della Corte, Nino Savelli
Multi-Attribute Community Detection in International Trade Network
published 2021 · Networks and Spatial Economics · 16 citations · first circulated 2019
An optimal reinsurance simulation model for non-life insurance in the Solvency II framework
published 2021 · European Actuarial Journal · 9 citations
with Alberto Zanotto
Community structure in the World Trade Network based on communicability distances
published 2020 · Journal of Economic Interaction and Coordination · 20 citations
A Bayesian Internal Model for Reserve Risk: An Extension of the Correlated Chain Ladder
published 2020 · Risks · 1 citations
with Carnevale Giulio Ercole
An optimization model for minimizing systemic risk
published 2020 · Mathematics and Financial Economics · 9 citations
Stratified cohesiveness in complex business networks
published 2020 · Journal of Business Research · 10 citations
Bounding robustness in complex networks under topological changes through majorization techniques
published 2020 · The European Physical Journal B · 7 citations
with Alessandra Cornaro
The broker model for peer-to-peer insurance: an analysis of its value
published 2020 · The Geneva Papers on Risk and Insurance Issues and Practice · 33 citations
with Pierpaolo Marano
Risk-Dependent Centrality in Economic and Financial Networks
published 2020 · SIAM Journal on Financial Mathematics · 24 citations · first circulated 2019
Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis
published 2019 · Journal of Economic Interaction and Coordination · 21 citations
Modelling Outstanding Claims with Mixed Compound Processes in Insurance
published 2019 · International Business Research · 1 citations
with Nino Savelli, Diego Zappa
Asset allocation: new evidence through network approaches
published 2019 · Annals of Operations Research · 45 citations · first circulated 2018
The Effect of Non-Proportional Reinsurance: A Revision of Solvency II Standard Formula
published 2018 · Risks · 2 citations
Interconnectedness, G-SIBs and network dynamics of global banking
published 2018 · Finance research letters · 27 citations
Structural comparisons of networks and model-based detection of small-worldness
published 2017 · Journal of Economic Interaction and Coordination · 8 citations
The Impact of Reinsurance Strategies on Capital Requirements for Premium Risk in Insurance
published 2015 · Risks · 9 citations
with Nino Savelli, Diego Zappa
Selecting stochastic mortality models for the Italian population
published 2012 · Decisions in Economics and Finance · 5 citations
with P. Biffi
Hierarchical structures in the aggregation of premium risk for insurance underwriting
published 2010 · Scandinavian Actuarial Journal · 28 citations
with Nino Savelli
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