IRIS
STAINO, Alessandro
 Distribuzione geografica
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Continente #
NA - Nord America 886
EU - Europa 658
AS - Asia 256
AF - Africa 53
SA - Sud America 5
OC - Oceania 3
Totale 1.861
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Nazione #
US - Stati Uniti d'America 865
IT - Italia 220
UA - Ucraina 149
DE - Germania 111
SG - Singapore 105
CN - Cina 85
FR - Francia 49
SN - Senegal 49
TR - Turchia 44
SE - Svezia 43
FI - Finlandia 42
CA - Canada 17
BE - Belgio 13
GB - Regno Unito 10
HK - Hong Kong 8
KR - Corea 6
IE - Irlanda 5
CH - Svizzera 4
IN - India 4
AU - Australia 3
NL - Olanda 3
PE - Perù 3
ES - Italia 2
GR - Grecia 2
MX - Messico 2
PT - Portogallo 2
ZW - Zimbabwe 2
AR - Argentina 1
BR - Brasile 1
DO - Repubblica Dominicana 1
EG - Egitto 1
JM - Giamaica 1
JP - Giappone 1
LK - Sri Lanka 1
LV - Lettonia 1
NG - Nigeria 1
NO - Norvegia 1
PH - Filippine 1
SI - Slovenia 1
TW - Taiwan 1
Totale 1.861
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Città #
Chandler 204
Singapore 90
Jacksonville 80
Boardman 64
Rende 54
Dakar 49
Dearborn 41
Helsinki 39
San Mateo 31
Strasbourg 31
Ashburn 26
Izmir 26
Bremen 23
Ann Arbor 22
Lawrence 22
Roxbury 22
Shanghai 22
Brooklyn 21
Kocaeli 17
Cosenza 15
Montalto Uffugo 15
Des Moines 14
Brussels 13
Rome 13
Seattle 13
Cambridge 12
Falkenstein 11
Beijing 10
Milan 8
Los Angeles 7
Ogden 7
Sacile 7
Guangzhou 6
Hong Kong 6
Margherita di Savoia 6
Seoul 6
Toronto 6
Wilmington 6
Dublin 5
Florence 5
Grafing 5
Kingston upon Thames 5
Ottawa 5
Bozeman 4
Crotone 4
Redwood City 4
Santa Clara 4
Tolentino 4
Belvedere Marittimo 3
Dipignano 3
Frankfurt am Main 3
Lappeenranta 3
Lima 3
Markham 3
Montreal 3
Munich 3
Pune 3
Athens 2
Austin 2
Harare 2
Hebei 2
Inglewood 2
Kunming 2
Madrid 2
Mexico City 2
North Bergen 2
Nuoro 2
Onex 2
Rogliano 2
Rozzano 2
San Francisco 2
Shenyang 2
Sintra 2
Venice 2
Wellesley 2
Woodbridge 2
Wuhan 2
Zhengzhou 2
Zurich 2
Amsterdam 1
Benestare 1
Berlin 1
Bologna 1
Boston 1
Cairo 1
Canberra 1
Catania 1
Central 1
Changsha 1
Citta 1
Colombo 1
Gunzenhausen 1
Hamburg 1
Hefei 1
Katsina 1
Ljubljana 1
London 1
Manassas 1
Manila 1
Melbourne 1
Totale 1.202
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Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 120
A lattice approach to evaluate participating policies in a stochastic interest rate framework 101
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes 97
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 95
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 91
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 90
A flexible lattice model for pricing contingent claims under multiple risk factors 89
A lattice approach to evaluate participating policies in a stochastic interest rate framework 88
A flexible lattice model for pricing options under stochastic interest rate and volatility 86
A stochastic programming model for the optimal issuance of government bonds 84
A lattice based model for pricing interest sensitive claims under stochastic volatility 77
Discrete Time Portfolio Selection with Lévy Processes 73
A moment-matching method to generate arbitrage-free scenarios 73
Moment-matching method with monomial approach 70
Exotic options with Lévy processes: the Markovian approach 68
On pricing Asian options under stochastic volatility 63
Portfolio Selection With Subordinated Lévy Processes 62
Scenario generator based on the monomial methods 61
On pricing Asian options under stochastic volatility 52
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 48
A flexible lattice model for fair policy valuations under multiple risk factors 48
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 47
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 39
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 35
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 34
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 31
A novel robust method for estimating the covariance matrix of financial returns with applications to risk management 28
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 27
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 22
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 21
null 19
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 4
Securitization product valuations under multiple risk factors: the case of mortality bonds 4
Totale 1.947
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Categoria #
all - tutte 12.049
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 12.049
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020113 0 0 0 0 0 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
2024/2025320 15 100 53 32 44 76 0 0 0 0 0 0
Totale 1.947