IRIS
STAINO, Alessandro
 Distribuzione geografica
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Continente #
EU - Europa 26
Totale 26
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Nazione #
IT - Italia 26
Totale 26
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Città #
Rende 12
Montalto Uffugo 9
Cosenza 3
Reggio Calabria 1
Totale 25
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Nome #
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint, file c20c964e-8996-4acc-a69f-51f0be5214ca 4
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions, file 964d8ac8-3cd6-4244-9e70-37677cc9d49c 3
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility, file ddc632d4-7da2-321f-e053-1705fe0abc09 3
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods, file 95a80065-fbc4-4dc3-848b-9f1c73109988 2
On pricing Asian options under stochastic volatility, file ddc632d3-7988-321f-e053-1705fe0abc09 2
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint, file 5d7a6465-5379-48de-8331-a7dbce7ebc68 1
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods, file cfcad9ba-8ac1-4ce8-93d5-74fc4c7cd673 1
A stochastic programming model for the optimal issuance of government bonds, file ddc632d3-538f-321f-e053-1705fe0abc09 1
A moment-matching method to generate arbitrage-free scenarios, file ddc632d3-5a22-321f-e053-1705fe0abc09 1
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility, file ddc632d4-0125-321f-e053-1705fe0abc09 1
A flexible lattice model for pricing contingent claims under multiple risk factors, file ddc632d4-b25d-321f-e053-1705fe0abc09 1
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility, file ddc632d4-f992-321f-e053-1705fe0abc09 1
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model, file ddc632d5-542f-321f-e053-1705fe0abc09 1
A lattice approach to evaluate participating policies in a stochastic interest rate framework, file ddc632d5-60c7-321f-e053-1705fe0abc09 1
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes, file ddc632d6-134d-321f-e053-1705fe0abc09 1
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods, file ddc632d6-229d-321f-e053-1705fe0abc09 1
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods, file ddc632d6-2616-321f-e053-1705fe0abc09 1
Totale 26
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Categoria #
all - tutte 27
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 27
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20203 1 0 0 0 0 0 1 0 1 0 0 0
2021/20225 0 0 1 0 0 0 0 0 0 2 1 1
2022/202312 1 0 1 0 0 2 2 0 5 0 1 0
2023/20241 0 0 0 1 0 0 0 0 0 0 0 0
Totale 26