IRIS
STAINO, Alessandro
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 1.667
AS - Asia 1.452
EU - Europa 1.018
SA - Sud America 404
AF - Africa 110
OC - Oceania 4
Continente sconosciuto - Info sul continente non disponibili 2
Totale 4.657
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Nazione #
US - Stati Uniti d'America 1.579
SG - Singapore 542
IT - Italia 363
BR - Brasile 294
CN - Cina 258
VN - Vietnam 253
UA - Ucraina 152
DE - Germania 142
FR - Francia 121
HK - Hong Kong 89
SN - Senegal 56
FI - Finlandia 55
TR - Turchia 54
BD - Bangladesh 47
SE - Svezia 47
CA - Canada 41
KR - Corea 33
AR - Argentina 32
IN - India 32
MX - Messico 30
GB - Regno Unito 28
IQ - Iraq 24
ID - Indonesia 22
CO - Colombia 17
NL - Olanda 17
EC - Ecuador 16
BE - Belgio 15
PK - Pakistan 15
CL - Cile 13
NG - Nigeria 13
RU - Federazione Russa 13
AT - Austria 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
NP - Nepal 6
BO - Bolivia 5
CH - Svizzera 5
MY - Malesia 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
JM - Giamaica 3
LB - Libano 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
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 4.657
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Città #
Singapore 247
Dallas 242
Chandler 204
San Jose 138
Ashburn 102
Ho Chi Minh City 90
Hong Kong 85
Jacksonville 80
Beijing 66
Boardman 66
Rende 65
Hanoi 60
Dakar 56
Council Bluffs 45
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 20
Milan 19
New York 19
Rome 18
Kocaeli 17
London 17
Munich 16
Seattle 16
Columbus 15
Montalto Uffugo 15
Des Moines 14
Santa Clara 14
The Dalles 14
Brussels 13
Bologna 12
Cambridge 12
Haiphong 12
Lagos 12
Mexico City 12
Turku 12
Falkenstein 11
Tianjin 11
Da Nang 10
Frankfurt am Main 10
Rio de Janeiro 10
Warsaw 9
Baghdad 8
Dublin 8
Florence 8
Hillsboro 8
San Francisco 8
Tashkent 8
Toronto 8
Dhaka 7
Guangzhou 7
Naples 7
Ninh Bình 7
Ogden 7
Sacile 7
Salvador 7
Tokyo 7
Boston 6
Caracas 6
Castrolibero 6
Guayaquil 6
Lima 6
Margherita di Savoia 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
Hải Dương 5
Karachi 5
Kingston upon Thames 5
Lappeenranta 5
Montreal 5
Nuremberg 5
Ottawa 5
Pune 5
Quito 5
Santiago 5
Amsterdam 4
Bozeman 4
Totale 2.632
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Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 201
A lattice approach to evaluate participating policies in a stochastic interest rate framework 184
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 180
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 177
A flexible lattice model for pricing contingent claims under multiple risk factors 173
A lattice approach to evaluate participating policies in a stochastic interest rate framework 164
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 151
A moment-matching method to generate arbitrage-free scenarios 140
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 140
A lattice-based approach for life insurance pricing in a stochastic correlation framework 138
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 137
A lattice based model for pricing interest sensitive claims under stochastic volatility 136
A flexible lattice model for fair policy valuations under multiple risk factors 136
Discrete Time Portfolio Selection with Lévy Processes 132
On pricing Asian options under stochastic volatility 131
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 129
A lattice-based approach for life insurance pricing in a stochastic correlation framework 128
Exotic options with Lévy processes: the Markovian approach 125
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 124
A novel robust method for estimating the covariance matrix of financial returns with applications to risk management 124
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 123
Scenario generator based on the monomial methods 115
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 105
Moment-matching method with monomial approach 102
Portfolio Selection With Subordinated Lévy Processes 100
On pricing Asian options under stochastic volatility 95
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 93
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 87
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 82
On binomial discretizations of correlated skew Brownian motions: Applications to option pricing 81
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 79
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 75
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 71
Securitization product valuations under multiple risk factors: the case of mortality bonds 65
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
A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework 53
Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho 41
Pricing a guaranteed annuity option under a stochastic correlation setting 31
Totale 4.776
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Categoria #
all - tutte 22.017
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 22.017
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202124 0 0 0 0 0 0 0 0 0 0 0 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
2025/20262.461 249 164 325 189 405 182 261 133 162 181 115 95
Totale 4.776