STAINO, Alessandro
 Distribuzione geografica
Continente #
NA - Nord America 781
EU - Europa 574
AS - Asia 158
AF - Africa 52
SA - Sud America 4
OC - Oceania 3
Totale 1.572
Nazione #
US - Stati Uniti d'America 763
IT - Italia 189
UA - Ucraina 148
DE - Germania 95
CN - Cina 63
SN - Senegal 49
FR - Francia 48
TR - Turchia 44
SE - Svezia 43
SG - Singapore 31
FI - Finlandia 17
CA - Canada 15
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
NG - Nigeria 1
SI - Slovenia 1
TW - Taiwan 1
Totale 1.572
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
Shanghai 22
Brooklyn 21
Singapore 20
Kocaeli 17
Montalto Uffugo 15
Des Moines 14
Helsinki 14
Brussels 13
Seattle 13
Cambridge 12
Cosenza 12
Rome 10
Beijing 9
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
Guangzhou 4
Ottawa 4
Redwood City 4
Tolentino 4
Dipignano 3
Lappeenranta 3
Los Angeles 3
Markham 3
Montreal 3
Pune 3
Boardman 2
Dublin 2
Frankfurt am Main 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
Wuhan 2
Zurich 2
Austin 1
Benestare 1
Berlin 1
Boston 1
Canberra 1
Central 1
Citta 1
Falkenstein 1
Gunzenhausen 1
Hefei 1
Katsina 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
Totale 994
Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 110
A lattice approach to evaluate participating policies in a stochastic interest rate framework 87
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes 84
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 82
A flexible lattice model for pricing options under stochastic interest rate and volatility 80
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 79
A flexible lattice model for pricing contingent claims under multiple risk factors 78
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 78
A stochastic programming model for the optimal issuance of government bonds 75
A lattice approach to evaluate participating policies in a stochastic interest rate framework 74
Discrete Time Portfolio Selection with Lévy Processes 67
A moment-matching method to generate arbitrage-free scenarios 67
Moment-matching method with monomial approach 65
A lattice based model for pricing interest sensitive claims under stochastic volatility 64
Exotic options with Lévy processes: the Markovian approach 62
Portfolio Selection With Subordinated Lévy Processes 58
On pricing Asian options under stochastic volatility 57
Scenario generator based on the monomial methods 57
On pricing Asian options under stochastic volatility 48
A flexible lattice model for fair policy valuations under multiple risk factors 41
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 40
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 29
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 25
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 25
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 25
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 21
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 19
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 15
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 14
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 13
Totale 1.639
Categoria #
all - tutte 9.651
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 9.651


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
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
2023/2024303 25 26 29 30 36 16 12 46 15 18 15 35
2024/202512 12 0 0 0 0 0 0 0 0 0 0 0
Totale 1.639