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Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 1-gen-2022 Staino, Alessandro; Russo, Emilio; Costabile, Massimo; Leccadito, Arturo.
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 1-gen-2022 Staino, Alessandro; Russo, Emilio; Costabile, Massimo; Leccadito, Arturo
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 1-gen-2022 Martire, Antonio L.; Russo, Emilio; Staino, Alessandro
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 1-gen-2022 Martire, Antonio L.; Russo, Emilio; Staino, Alessandro
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 1-gen-2022 Martire, Antonio L.; Russo, Emilio; Staino, Alessandro
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 1-gen-2023 Costabile, Massimo; Massabò, Ivar; Russo, Emilio; Staino, Alessandro
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 1-gen-2023 Martire, Antonio L.; Russo, Emilio; Staino, Alessandro
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 1-gen-2023 Staino, Alessandro; Russo, Emilio; Costabile, Massimo; Leccadito, Arturo
A flexible lattice model for fair policy valuations under multiple risk factors 1-gen-2023 Devolder, Pierre; Russo, Emilio; Staino, Alessandro
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 1-gen-2024 Devolder, Pierre; Russo, Emilio; Staino, Alessandro
Mostrati risultati da 21 a 30 di 30
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