Capitoli di libro:

1. Orlando A., Trudda A. (2004) Some remarks on first and second order stochastic processes choice - Journal of Investment Management and Financial Innovations (ISSN 1810-4967), n °3, 118-131.

2. Bicego M., Trudda A. (2008) 2D shape classification using multifractional Brownian motion - In: Structural, Syntactic and Statistical Pattern Recognition. Lecture Notes in Computer Science, vol. 5342, p. 906-916, Springer Berlin Heidelberg, ISBN: 978-3-540-89688-3, ISSN: 0302-9743, doi: 978-3-540-89689-0.

3. Otranto E., Trudda A. (2008) Evaluating the risk of Pension Funds by Statistical Procedures - In: Transition Economies: 21st Century Issues and Challenges. - (ISBN: 978-1-60456-082-4). Nova Science NEW YORK – 2008, pp 189-204.

4. Otranto E., Trudda A. (2008) Classifying the Italian pension funds via GARCH distance – Mathematical and Statistical Methods for Insurance and Finance SPRINGER – Milan - ISBN 978-88-470-0703-1.

5. Trudda A. (2009) Fondi pensione chiusi finanziati a ripartizione: il rischio demografico “nuovi ingressi”, in Atti del XV Convegno di Teoria del Rischio, Aracne editrice, Napoli, pp 195-214, ISBN: 978-88-548-2660-1.

6. Melis R., Trudda A. (2009), Demographic Risk in Pay-As-You-Go Pension Funds, in New Frontiers in Insurance and Bank Risk Management, Mc Graw-Hill Italia, pp 85-95, isbn 978-88-386-6061-0.

7. Melis R., Trudda A. (2010) "Demographic Risk in Pay-As-You-Go Pension Funds: a solvency index, in Atti del XVI Convegno di Teoria del Rischio, Loffredo Editore, Napoli, pp 165-186, ISBN: 978-88-7564-419-2.

8. Melis R., Trudda A. (2012) Financial and Demographic Risk Impact in Pay-As-You-Go Pension Funds, in Mathematical and Statistical Methods for Actuarial Sciences and Finance, Perna C. and Sibillo M. Eds, pp 305-313, ISBN: 978-88-470-2341-3, DOI 10.1007/978-88-470-2342-0_36.

9. Melis R., Trudda A. (2014) Mixed pension systems sustainability, Contributi di Ricerca CRENoS, 14/13, ISBN: 978-88-84-67-905-5.

 

Articoli su Riviste INTERNAZIONALI:

10. Orlando A., Trudda A. (2001) Parameters estimation for a second order stochastic interest model, in Atti “4th Italian-Spanish Conference on Financial Mathematics”.

11. Orlando A., Trudda A. (2002) Valuational methods on the “minimum order”of stochastic models in Atti del “VI Congreso de Matemàtica Financiera y Actuarial”, Valencia (SPAIN).

12. Trudda A. (2002) Notes on first order stochastic processes - in 2nd Conference in Actuarial Science & Finance Proceeding - Samos (GREECE).

13. Trudda A. (2007) Classifying the Italian pension funds via GARCH distance - in Mathematical and Statistical Methods for Insurance and Finance - (ISBN: 978-88-470-0703-1).

14. Bianchi S., Trudda A., Global Asset Return in Pension Funds: a dynamical risk analysis - In Mathematical Methods in Economics and Finance, 3 (2) 2008: 1-16, ISSN: 1971-3878.

15. Melis R., Trudda A. (2010) Demographic risk indicators in pay-as-you-go pension funds, Problems and Perspectives in Management 8 (4): 117-126, ISSN: 1727-7051.

16. Melis R., Trudda A. (2012) Financial and demographic risks in PAYG pension funds, Economics Bulletin 32 (2): 1320-1329, ISSN: 1545-2921.

17. Melis R., Trudda A. (2012) Solvency indicators for partially unfunded pension funds, Investment Management and Financial Innovations 9 (4):71-77, ISSN: 1810-4967.

18. Melis R., Trudda A., Financial and demographic risk impact on private PAYG pension system: the Italian case, Actual Problems of Economics, 133, n.7, (2012): 427-439, ISSN: 1993-6788.

19. Cadoni M., Melis R., Trudda A. (2015) Financial crisis: a new measure for risk of pension fund portfolios, Plos One 10 (6), 10.1371/journal.pone.0129471, ISSN: 1932-6203.

20. Cadoni M., Melis R., Trudda A. (2016) Pension funds rules: paradoxes in risk control, Finance Research Letters, ISSN: 1544-6123.