IRIS
STAINO, Alessandro
 Distribuzione geografica
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Continente #
NA - Nord America 1.765
AS - Asia 1.485
EU - Europa 1.028
SA - Sud America 410
Continente sconosciuto - Info sul continente non disponibili 124
AF - Africa 112
OC - Oceania 4
Totale 4.928
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Nazione #
US - Stati Uniti d'America 1.669
SG - Singapore 545
IT - Italia 371
BR - Brasile 295
CN - Cina 272
VN - Vietnam 258
UA - Ucraina 152
DE - Germania 142
FR - Francia 122
HK - Hong Kong 91
SN - Senegal 56
FI - Finlandia 55
TR - Turchia 54
BD - Bangladesh 51
SE - Svezia 47
CA - Canada 44
IN - India 35
KR - Corea 33
AR - Argentina 32
MX - Messico 32
GB - Regno Unito 28
IQ - Iraq 24
ID - Indonesia 22
CO - Colombia 19
EC - Ecuador 17
NL - Olanda 17
BE - Belgio 15
PK - Pakistan 15
CL - Cile 13
NG - Nigeria 13
RU - Federazione Russa 13
VE - Venezuela 13
AT - Austria 12
UZ - Uzbekistan 12
PH - Filippine 11
PL - Polonia 11
SA - Arabia Saudita 10
JP - Giappone 9
EG - Egitto 8
ES - Italia 8
IE - Irlanda 8
PE - Perù 8
MA - Marocco 7
NP - Nepal 7
ZA - Sudafrica 7
MY - Malesia 6
BO - Bolivia 5
CH - Svizzera 5
PY - Paraguay 5
AU - Australia 4
DO - Repubblica Dominicana 4
DZ - Algeria 4
HN - Honduras 4
JM - Giamaica 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
GH - Ghana 3
LB - Libano 3
PA - Panama 3
RO - Romania 3
TN - Tunisia 3
AL - Albania 2
BG - Bulgaria 2
GR - Grecia 2
GT - Guatemala 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
GN - Guinea 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 4.806
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Città #
Singapore 250
Dallas 243
Chandler 204
San Jose 138
Ashburn 113
Council Bluffs 96
Ho Chi Minh City 92
Hong Kong 87
Jacksonville 80
Beijing 72
Boardman 66
Rende 65
Hanoi 63
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
Milan 22
Roxbury 22
Shanghai 22
Los Angeles 21
Santa Clara 21
New York 19
Rome 19
Kocaeli 17
London 17
Munich 16
Seattle 16
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
Tianjin 11
Da Nang 10
Frankfurt am Main 10
Rio de Janeiro 10
Toronto 10
Warsaw 10
Baghdad 8
Dhaka 8
Dublin 8
Florence 8
Hillsboro 8
Naples 8
San Francisco 8
Tashkent 8
Caracas 7
Guangzhou 7
Ninh Bình 7
Ogden 7
Sacile 7
Salvador 7
Tokyo 7
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
Chicago 5
Curitiba 5
Grafing 5
Hải Dương 5
Karachi 5
Kingston upon Thames 5
Lappeenranta 5
Medellín 5
Montreal 5
Nuremberg 5
Ottawa 5
Pune 5
Quito 5
Totale 2.733
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Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 204
A lattice approach to evaluate participating policies in a stochastic interest rate framework 185
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 181
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 181
A flexible lattice model for pricing contingent claims under multiple risk factors 179
A lattice approach to evaluate participating policies in a stochastic interest rate framework 168
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes 159
A stochastic programming model for the optimal issuance of government bonds 154
A flexible lattice model for pricing options under stochastic interest rate and volatility 154
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 147
A moment-matching method to generate arbitrage-free scenarios 144
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 143
A lattice-based approach for life insurance pricing in a stochastic correlation framework 142
A flexible lattice model for fair policy valuations under multiple risk factors 140
On pricing Asian options under stochastic volatility 138
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 137
A lattice based model for pricing interest sensitive claims under stochastic volatility 137
A lattice-based approach for life insurance pricing in a stochastic correlation framework 135
Discrete Time Portfolio Selection with Lévy Processes 133
A novel robust method for estimating the covariance matrix of financial returns with applications to risk management 132
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 130
Exotic options with Lévy processes: the Markovian approach 126
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 124
Scenario generator based on the monomial methods 116
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 108
Moment-matching method with monomial approach 103
Portfolio Selection With Subordinated Lévy Processes 102
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 100
On pricing Asian options under stochastic volatility 96
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 94
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 83
On binomial discretizations of correlated skew Brownian motions: Applications to option pricing 83
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 82
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 82
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 73
Securitization product valuations under multiple risk factors: the case of mortality bonds 69
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 62
A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework 61
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 61
Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho 45
Pricing a guaranteed annuity option under a stochastic correlation setting 35
Totale 4.928
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Categoria #
all - tutte 22.885
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 22.885
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022283 0 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
2025/20262.473 249 164 325 189 405 182 261 133 162 181 115 107
2026/2027140 113 27 0 0 0 0 0 0 0 0 0 0
Totale 4.928