IRIS
STAINO, Alessandro
 Distribuzione geografica
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Continente #
NA - Nord America 1.551
AS - Asia 1.401
EU - Europa 960
SA - Sud America 404
AF - Africa 110
OC - Oceania 4
Continente sconosciuto - Info sul continente non disponibili 2
Totale 4.432
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Nazione #
US - Stati Uniti d'America 1.472
SG - Singapore 536
IT - Italia 309
BR - Brasile 294
VN - Vietnam 252
CN - Cina 241
UA - Ucraina 152
DE - Germania 142
FR - Francia 121
HK - Hong Kong 89
SN - Senegal 56
FI - Finlandia 55
TR - Turchia 54
SE - Svezia 47
CA - Canada 34
KR - Corea 33
AR - Argentina 32
IN - India 31
MX - Messico 29
GB - Regno Unito 28
BD - Bangladesh 24
IQ - Iraq 24
ID - Indonesia 22
CO - Colombia 17
EC - Ecuador 16
BE - Belgio 15
PK - Pakistan 15
NL - Olanda 14
CL - Cile 13
NG - Nigeria 13
AT - Austria 12
RU - Federazione Russa 12
UZ - Uzbekistan 12
PH - Filippine 11
VE - Venezuela 11
PL - Polonia 10
SA - Arabia Saudita 10
JP - Giappone 9
EG - Egitto 8
ES - Italia 8
IE - Irlanda 8
PE - Perù 8
MA - Marocco 7
ZA - Sudafrica 7
BO - Bolivia 5
CH - Svizzera 5
NP - Nepal 5
PY - Paraguay 5
AU - Australia 4
DO - Repubblica Dominicana 4
DZ - Algeria 4
JO - Giordania 4
KE - Kenya 4
LK - Sri Lanka 4
OM - Oman 4
AE - Emirati Arabi Uniti 3
CZ - Repubblica Ceca 3
ET - Etiopia 3
HN - Honduras 3
LB - Libano 3
MY - Malesia 3
PA - Panama 3
RO - Romania 3
TN - Tunisia 3
AL - Albania 2
BG - Bulgaria 2
GR - Grecia 2
IL - Israele 2
IR - Iran 2
JM - Giamaica 2
PS - Palestinian Territory 2
PT - Portogallo 2
UY - Uruguay 2
ZW - Zimbabwe 2
AZ - Azerbaigian 1
BA - Bosnia-Erzegovina 1
BH - Bahrain 1
BY - Bielorussia 1
CR - Costa Rica 1
EE - Estonia 1
GH - Ghana 1
GN - Guinea 1
GT - Guatemala 1
GY - Guiana 1
KZ - Kazakistan 1
LT - Lituania 1
LV - Lettonia 1
MD - Moldavia 1
MR - Mauritania 1
NI - Nicaragua 1
NO - Norvegia 1
SI - Slovenia 1
SS - ???statistics.table.value.countryCode.SS??? 1
SY - Repubblica araba siriana 1
TH - Thailandia 1
TT - Trinidad e Tobago 1
TW - Taiwan 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 4.432
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Città #
Singapore 246
Dallas 241
Chandler 204
San Jose 125
Ashburn 98
Ho Chi Minh City 90
Hong Kong 85
Jacksonville 80
Beijing 66
Boardman 66
Rende 63
Hanoi 60
Dakar 56
Dearborn 41
Helsinki 38
Cosenza 33
Lauterbourg 33
Seoul 33
Hefei 31
San Mateo 31
Strasbourg 31
Brooklyn 27
Izmir 26
São Paulo 26
Bremen 23
Ann Arbor 22
Lawrence 22
Roxbury 22
Shanghai 22
Los Angeles 19
Kocaeli 17
London 17
Milan 16
Munich 16
Montalto Uffugo 15
Rome 15
Seattle 15
Des Moines 14
The Dalles 14
Brussels 13
Cambridge 12
Lagos 12
Turku 12
Falkenstein 11
Haiphong 11
Mexico City 11
Tianjin 11
Da Nang 10
Frankfurt am Main 10
Rio de Janeiro 10
Santa Clara 10
Columbus 9
New York 9
Warsaw 9
Baghdad 8
Dublin 8
Hillsboro 8
Tashkent 8
Dhaka 7
Guangzhou 7
Ninh Bình 7
Ogden 7
Sacile 7
Salvador 7
San Francisco 7
Tokyo 7
Caracas 6
Castrolibero 6
Guayaquil 6
Lima 6
Margherita di Savoia 6
Riyadh 6
Toronto 6
Vienna 6
Wilmington 6
Bauru 5
Biên Hòa 5
Boston 5
Brasília 5
Cairo 5
Can Tho 5
Council Bluffs 5
Curitiba 5
Florence 5
Grafing 5
Hải Dương 5
Karachi 5
Kingston upon Thames 5
Lappeenranta 5
Montreal 5
Nuremberg 5
Orem 5
Ottawa 5
Pune 5
Quito 5
Santiago 5
Amsterdam 4
Bozeman 4
Chicago 4
Crotone 4
Totale 2.522
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Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 199
A lattice approach to evaluate participating policies in a stochastic interest rate framework 182
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 173
A flexible lattice model for pricing contingent claims under multiple risk factors 171
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 162
A lattice approach to evaluate participating policies in a stochastic interest rate framework 162
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes 158
A stochastic programming model for the optimal issuance of government bonds 153
A flexible lattice model for pricing options under stochastic interest rate and volatility 149
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 138
A lattice based model for pricing interest sensitive claims under stochastic volatility 136
A moment-matching method to generate arbitrage-free scenarios 134
A lattice-based approach for life insurance pricing in a stochastic correlation framework 133
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 127
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 126
Discrete Time Portfolio Selection with Lévy Processes 126
A flexible lattice model for fair policy valuations under multiple risk factors 125
Exotic options with Lévy processes: the Markovian approach 123
A lattice-based approach for life insurance pricing in a stochastic correlation framework 122
On pricing Asian options under stochastic volatility 122
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 120
Scenario generator based on the monomial methods 113
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 111
A novel robust method for estimating the covariance matrix of financial returns with applications to risk management 108
Moment-matching method with monomial approach 101
Portfolio Selection With Subordinated Lévy Processes 100
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 96
On pricing Asian options under stochastic volatility 94
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 79
On binomial discretizations of correlated skew Brownian motions: Applications to option pricing 78
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 77
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 75
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 71
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 71
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 67
Securitization product valuations under multiple risk factors: the case of mortality bonds 59
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 59
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 58
Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho 38
A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework 30
Pricing a guaranteed annuity option under a stochastic correlation setting 25
Totale 4.551
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Categoria #
all - tutte 20.900
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 20.900
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202167 0 0 0 0 0 0 0 0 0 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
2024/2025688 15 100 53 32 44 72 50 28 68 36 46 144
2025/20262.236 249 164 325 189 405 182 261 133 162 166 0 0
Totale 4.551