STAINO, Alessandro
STAINO, Alessandro
Dipartimento di Economia, Statistica e Finanza "Giovanni Anania"- DESF
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes
2007-01-01 Staino, Alessandro; Ortobelli, S; Massabo', Ivar
A flexible lattice model for fair policy valuations under multiple risk factors
2023-01-01 Devolder, Pierre; Russo, Emilio; Staino, Alessandro
A flexible lattice model for pricing contingent claims under multiple risk factors
2018-01-01 Russo, Emilio; Staino, Alessandro
A flexible lattice model for pricing options under stochastic interest rate and volatility
2017-01-01 Russo, Emilio; Staino, A.
A lattice approach to evaluate participating policies in a stochastic interest rate framework
2020-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio; Staino, Alessandro
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework
2021-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio; Staino, Alessandro
A lattice approach to evaluate participating policies in a stochastic interest rate framework
2021-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio; Staino, Alessandro
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility
2018-01-01 Russo, Emilio; Staino, Alessandro
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility
2018-01-01 Russo, Emilio; Staino, Alessandro
A lattice based model for pricing interest sensitive claims under stochastic volatility
2017-01-01 Russo, Emilio; Staino, Alessandro
A moment-matching method to generate arbitrage-free scenarios
2015-01-01 Staino, Alessandro; Russo, Emilio
A novel robust method for estimating the covariance matrix of financial returns with applications to risk management
2024-01-01 Leccadito, Arturo; Staino, Alessandro; Toscano, Pietro
A stochastic programming model for the optimal issuance of government bonds
2012-01-01 Consiglio, A; Staino, Alessandro
Discrete Time Portfolio Selection with Lévy Processes
2007-01-01 Bertini, C; Ortobelli, S; Staino, Alessandro
Exotic options with Lévy processes: the Markovian approach
2011-01-01 Ortobelli, S. L.; Staino, Alessandro
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach
2024-01-01 Devolder, Pierre; Russo, Emilio; Staino, Alessandro
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions
2023-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio; Staino, Alessandro
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint
2022-01-01 Staino, Alessandro; Russo, Emilio; Costabile, Massimo; Leccadito, Arturo.
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint
2022-01-01 Staino, Alessandro; Russo, Emilio; Costabile, Massimo; Leccadito, Arturo
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint
2023-01-01 Staino, Alessandro; Russo, Emilio; Costabile, Massimo; Leccadito, Arturo