IRIS
STAINO, Alessandro
 Distribuzione geografica
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Continente #
NA - Nord America 2.044
AS - Asia 1.493
EU - Europa 1.102
SA - Sud America 412
Continente sconosciuto - Info sul continente non disponibili 129
AF - Africa 114
OC - Oceania 4
Totale 5.298
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Nazione #
US - Stati Uniti d'America 1.934
SG - Singapore 546
IT - Italia 437
BR - Brasile 295
CN - Cina 273
VN - Vietnam 258
UA - Ucraina 152
DE - Germania 143
FR - Francia 122
HK - Hong Kong 92
SN - Senegal 56
FI - Finlandia 55
TR - Turchia 54
BD - Bangladesh 52
CA - Canada 48
SE - Svezia 47
IN - India 36
KR - Corea 33
AR - Argentina 32
GB - Regno Unito 32
MX - Messico 32
IQ - Iraq 24
ID - Indonesia 22
CO - Colombia 21
EC - Ecuador 17
NL - Olanda 17
BE - Belgio 15
PK - Pakistan 15
RU - Federazione Russa 14
CL - Cile 13
NG - Nigeria 13
VE - Venezuela 13
AT - Austria 12
UZ - Uzbekistan 12
PH - Filippine 11
PL - Polonia 11
JP - Giappone 10
SA - Arabia Saudita 10
EG - Egitto 8
ES - Italia 8
IE - Irlanda 8
PE - Perù 8
MA - Marocco 7
NP - Nepal 7
ZA - Sudafrica 7
HN - Honduras 6
MY - Malesia 6
BO - Bolivia 5
CH - Svizzera 5
PY - Paraguay 5
AU - Australia 4
CW - ???statistics.table.value.countryCode.CW??? 4
DO - Repubblica Dominicana 4
DZ - Algeria 4
JM - Giamaica 4
JO - Giordania 4
KE - Kenya 4
LK - Sri Lanka 4
OM - Oman 4
RO - Romania 4
AE - Emirati Arabi Uniti 3
CZ - Repubblica Ceca 3
ET - Etiopia 3
GH - Ghana 3
IL - Israele 3
LB - Libano 3
PA - Panama 3
SV - El Salvador 3
TN - Tunisia 3
TT - Trinidad e Tobago 3
AL - Albania 2
BG - Bulgaria 2
CR - Costa Rica 2
EE - Estonia 2
GR - Grecia 2
GT - Guatemala 2
IR - Iran 2
NI - Nicaragua 2
PS - Palestinian Territory 2
PT - Portogallo 2
TH - Thailandia 2
UY - Uruguay 2
ZW - Zimbabwe 2
AZ - Azerbaigian 1
BA - Bosnia-Erzegovina 1
BH - Bahrain 1
BY - Bielorussia 1
CG - Congo 1
GN - Guinea 1
GY - Guiana 1
KN - Saint Kitts e Nevis 1
KZ - Kazakistan 1
LT - Lituania 1
LV - Lettonia 1
MD - Moldavia 1
MR - Mauritania 1
NO - Norvegia 1
SC - Seychelles 1
SI - Slovenia 1
SS - ???statistics.table.value.countryCode.SS??? 1
Totale 5.172
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Città #
Singapore 250
Dallas 246
Chandler 204
Ashburn 168
San Jose 163
Council Bluffs 141
Ho Chi Minh City 92
Hong Kong 88
Jacksonville 80
Beijing 73
Boardman 66
Rende 65
Hanoi 63
Dakar 56
Dearborn 41
Milan 41
Helsinki 38
Cosenza 33
Lauterbourg 33
Seoul 33
Hefei 31
San Mateo 31
Strasbourg 31
New York 28
Brooklyn 27
Izmir 26
São Paulo 26
Los Angeles 25
Rome 25
Santa Clara 24
Bremen 23
Ann Arbor 22
Chicago 22
Lawrence 22
Roxbury 22
Shanghai 22
Kocaeli 17
London 17
Munich 16
Seattle 16
Charlottesville 15
Columbus 15
Montalto Uffugo 15
Des Moines 14
The Dalles 14
Brussels 13
Mexico City 13
Bologna 12
Cambridge 12
Haiphong 12
Lagos 12
Turku 12
Falkenstein 11
Frankfurt am Main 11
Tianjin 11
Da Nang 10
Rio de Janeiro 10
Toronto 10
Warsaw 10
Florence 9
Miano 9
Naples 9
Baghdad 8
Dhaka 8
Dublin 8
Hillsboro 8
San Francisco 8
Tashkent 8
Caracas 7
Guangzhou 7
Ninh Bình 7
North Bergen 7
Ogden 7
Sacile 7
Salvador 7
Tokyo 7
Atlanta 6
Boston 6
Castrolibero 6
Guayaquil 6
Lima 6
Margherita di Savoia 6
Mumbai 6
Orem 6
Riyadh 6
Vienna 6
Wilmington 6
Bauru 5
Biên Hòa 5
Brasília 5
Cairo 5
Can Tho 5
Curitiba 5
Grafing 5
Greenville 5
Hải Dương 5
Karachi 5
Kingston upon Thames 5
Lappeenranta 5
Medellín 5
Totale 2.941
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Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 220
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 196
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 195
A lattice approach to evaluate participating policies in a stochastic interest rate framework 194
A flexible lattice model for pricing contingent claims under multiple risk factors 190
A lattice approach to evaluate participating policies in a stochastic interest rate framework 181
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes 166
A stochastic programming model for the optimal issuance of government bonds 163
A flexible lattice model for pricing options under stochastic interest rate and volatility 159
A moment-matching method to generate arbitrage-free scenarios 159
A lattice based model for pricing interest sensitive claims under stochastic volatility 154
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 153
A lattice-based approach for life insurance pricing in a stochastic correlation framework 151
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 150
A flexible lattice model for fair policy valuations under multiple risk factors 150
A lattice-based approach for life insurance pricing in a stochastic correlation framework 147
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 147
On pricing Asian options under stochastic volatility 145
Discrete Time Portfolio Selection with Lévy Processes 142
A novel robust method for estimating the covariance matrix of financial returns with applications to risk management 141
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 137
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 132
Exotic options with Lévy processes: the Markovian approach 131
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 119
Scenario generator based on the monomial methods 118
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 109
Moment-matching method with monomial approach 106
Portfolio Selection With Subordinated Lévy Processes 106
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 105
On pricing Asian options under stochastic volatility 101
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 92
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 90
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 90
On binomial discretizations of correlated skew Brownian motions: Applications to option pricing 90
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 79
Securitization product valuations under multiple risk factors: the case of mortality bonds 77
A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework 74
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 67
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 67
Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho 55
Pricing a guaranteed annuity option under a stochastic correlation setting 50
Totale 5.298
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Categoria #
all - tutte 24.144
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 24.144
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022226 0 0 0 9 32 16 3 38 2 8 40 78
2022/2023506 102 64 12 45 56 50 5 60 65 17 15 15
2023/2024303 25 26 29 30 36 16 12 46 15 18 15 35
2024/2025688 15 100 53 32 44 72 50 28 68 36 46 144
2025/20262.473 249 164 325 189 405 182 261 133 162 181 115 107
2026/2027510 113 35 98 264 0 0 0 0 0 0 0 0
Totale 5.298