Prof. Rosa Ferrentino

Associate Professor

Department of Economic and Statistical Sciences (DISES), University of Salerno, Italy.

Email: rferrentino@unisa.it

Qualifications

Ph.D., Mathematics for Economics, University of Naples, Italy

M.Sc., Mathematics, University of Naples, Italy

Publications (Selected)

1. The risk in the insurance field: a generalized analysis, R.Ferrentino - L.Vota, Journal of Mathematical Finance, ISSN 2162-2434, 2020, issue 10 n.1, 200-221.
2. A mathematical model for the study of the effects of the Economic Cycle on the Real GDP Growth Rate through the Expectations-Adjusted Phillips Curve, R. Ferrentino - L.Vota, International Journal of Economics and Financial Issues, ISSN: 2146-4138, 2020, issue 10 n.2, 222-234.
3. Are the Italian government's quarantine measures about the Covid-19 lethality effective? A mathematical statistical analysis , R.Ferrentino - L.Vota, Journal of Statistical and Econometric Methods, ISSN 2241-0384, 2020, issue 9 n.4, 137-151.
4. The effectiveness of the Japanese forward guidance to deal with the crisis caused by the Covid-19 pandemic: an analysis and an alternative proposal, R. Ferrentino - L. Vota, Economia e Politica, ISSN 2281-5260, 2020, issue 20 n. 20, 1-5.
5. A parametric model to price a portfolio of single-premium life insurance policies and to decompose its longevity risk, R.Ferrentino -L.Vota, International Journal of Economics and Business Research ISSN 1756-9850 accepted and being published.
6. On the well-posedness for optimization problems: a theoretical investigation, R. Ferrentino – C. Boniello, Applied Mathematics, ISSN: 2152-7385, 2019, issue 10, n. 1, 19-38.
7. A structural vector autoregression model for the study of the Japanese GDP and of the Japanese inflation, R.Ferrentino - L.Vota, Advances in Management & Applied Economics, Scienpress Ltd, ISSN: 1792-7544, 2019, 9, n.2, 69-93.
8. Customer satisfaction: a mathematical framework for its analysis and its measurement, R.Ferrentino - C.Boniello-Computational Management Science, ISSN: 1619-697X, 2018, 1-23 doi.org /10.1007/s10287-018-0305-1.
9. On the advertising of an event: a mathematical approach - R. Ferrentino, C. Boniello - Applied Mathematics, ISSN 2152-7385, 2017, 8, n. 11, 1648-1661.
10. On a particular Diophantine equation, R. Ferrentino – C. Boniello, International Journal of Pure and Applied Mathematics, ISSN:1311-8080. 2016. vol 110 No. 4. , 679- 691.
11. On the customer lifetime value: a mathematical perspective ,R. Ferrentino, - Cuomo, M.T.- Boniello, C. - Computational Management Science, ISSN:1619-697X, 2016, vol 13 n.4, 521-539.
12. Communication and advertising: a stochastic approach, R. Ferrentino, C. Boniello, JOURNAL OF ANALYSIS AND APPLICATIONS, ISSN:0972-5954, 2015,Vol. 13 No.1 & 2, 1-13.
13. On an integral differential equation of the risk theory R. Ferrentino, International Journal of Pure and Applied Mathematics, ISSN:1311-8080, 2015 vol. 105, No.3, 347-358.
14. On some particular models of option pricing, R. Ferrentino, International Journal of Pure and Applied Mathematics, ISSN:1311-8080. 2015, 98, 99-121.
15. The options: a tool to control the risk and to handle the uncertainty of the markets, R. Ferrentino, International Journal of Pure and Applied Mathematics, ISSN:1311-8080, 2013, vol. 88 n 1, 1-24.