IRIS
STAINO, Alessandro
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 781
EU - Europa 568
AS - Asia 104
AF - Africa 51
SA - Sud America 4
OC - Oceania 3
Totale 1.511
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 763
IT - Italia 186
UA - Ucraina 148
DE - Germania 95
SN - Senegal 49
FR - Francia 48
TR - Turchia 44
SE - Svezia 43
CN - Cina 39
CA - Canada 15
FI - Finlandia 14
BE - Belgio 13
GB - Regno Unito 10
HK - Hong Kong 8
KR - Corea 6
CH - Svizzera 4
IN - India 4
AU - Australia 3
ES - Italia 2
IE - Irlanda 2
MX - Messico 2
PE - Perù 2
PT - Portogallo 2
ZW - Zimbabwe 2
AR - Argentina 1
BR - Brasile 1
JM - Giamaica 1
JP - Giappone 1
SG - Singapore 1
SI - Slovenia 1
TW - Taiwan 1
Totale 1.511
Salva come PNG Salva come JPEG
Città #
Chandler 204
Jacksonville 80
Rende 53
Dakar 49
Dearborn 41
San Mateo 31
Strasbourg 31
Izmir 26
Ashburn 25
Bremen 23
Ann Arbor 22
Lawrence 22
Roxbury 22
Brooklyn 21
Shanghai 18
Kocaeli 17
Montalto Uffugo 15
Des Moines 14
Helsinki 14
Brussels 13
Seattle 13
Cambridge 12
Cosenza 10
Rome 10
Beijing 8
Milan 8
Ogden 7
Sacile 7
Hong Kong 6
Seoul 6
Wilmington 6
Florence 5
Grafing 5
Kingston upon Thames 5
Toronto 5
Bozeman 4
Crotone 4
Ottawa 4
Redwood City 4
Tolentino 4
Dipignano 3
Los Angeles 3
Markham 3
Montreal 3
Pune 3
Boardman 2
Dublin 2
Frankfurt am Main 2
Guangzhou 2
Harare 2
Hebei 2
Inglewood 2
Lima 2
Madrid 2
Mexico City 2
Onex 2
Rogliano 2
Rozzano 2
San Francisco 2
Shenyang 2
Sintra 2
Venice 2
Woodbridge 2
Zurich 2
Austin 1
Benestare 1
Berlin 1
Boston 1
Canberra 1
Central 1
Citta 1
Falkenstein 1
Gunzenhausen 1
Hefei 1
Kunming 1
Ljubljana 1
London 1
Manassas 1
Melbourne 1
Mumbai 1
Nanjing 1
Napoli 1
New Bedfont 1
North Charleston 1
Norwalk 1
Oxford 1
Palermo 1
Paola 1
Paris 1
Quincy 1
Reggio Calabria 1
Riposto 1
Roslyn 1
Seelze 1
Sydney 1
Taoyuan District 1
Tokyo 1
Troia 1
Vancouver 1
Wernigerode 1
Totale 963
Salva come PNG Salva come JPEG
Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 107
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes 83
A lattice approach to evaluate participating policies in a stochastic interest rate framework 83
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 81
A flexible lattice model for pricing options under stochastic interest rate and volatility 78
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 78
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 77
A flexible lattice model for pricing contingent claims under multiple risk factors 75
A stochastic programming model for the optimal issuance of government bonds 72
A lattice approach to evaluate participating policies in a stochastic interest rate framework 72
Discrete Time Portfolio Selection with Lévy Processes 66
A moment-matching method to generate arbitrage-free scenarios 65
Moment-matching method with monomial approach 64
A lattice based model for pricing interest sensitive claims under stochastic volatility 63
Exotic options with Lévy processes: the Markovian approach 60
Portfolio Selection With Subordinated Lévy Processes 58
On pricing Asian options under stochastic volatility 56
Scenario generator based on the monomial methods 56
On pricing Asian options under stochastic volatility 44
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 39
A flexible lattice model for fair policy valuations under multiple risk factors 35
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 25
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 24
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 22
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 22
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 20
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 16
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 13
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 13
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 11
Totale 1.578
Salva come PNG Salva come JPEG
Categoria #
all - tutte 8.745
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 8.745
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/201926 0 0 0 0 0 0 0 0 0 0 26 0
2019/2020191 29 16 3 17 13 37 17 18 13 6 18 4
2020/2021204 21 1 33 25 4 19 9 23 2 39 4 24
2021/2022285 2 49 8 9 32 16 3 38 2 8 40 78
2022/2023506 102 64 12 45 56 50 5 60 65 17 15 15
2023/2024254 25 26 29 30 36 16 12 46 15 18 1 0
Totale 1.578