IRIS
COSTABILE, Massimo
 Distribuzione geografica
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Continente #
NA - Nord America 1.649
EU - Europa 1.139
AS - Asia 267
AF - Africa 103
OC - Oceania 11
Continente sconosciuto - Info sul continente non disponibili 5
SA - Sud America 4
Totale 3.178
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Nazione #
US - Stati Uniti d'America 1.615
UA - Ucraina 423
IT - Italia 268
DE - Germania 242
TR - Turchia 134
SE - Svezia 112
SN - Senegal 103
CN - Cina 58
CA - Canada 33
FR - Francia 25
HK - Hong Kong 25
BE - Belgio 17
IN - India 16
FI - Finlandia 14
KR - Corea 14
GB - Regno Unito 13
JO - Giordania 12
AU - Australia 11
AT - Austria 5
ES - Italia 5
EU - Europa 5
NL - Olanda 5
JP - Giappone 3
MT - Malta 3
BR - Brasile 2
PE - Perù 2
PL - Polonia 2
RO - Romania 2
BD - Bangladesh 1
IE - Irlanda 1
IL - Israele 1
JM - Giamaica 1
KZ - Kazakistan 1
LU - Lussemburgo 1
RU - Federazione Russa 1
SG - Singapore 1
TW - Taiwan 1
Totale 3.178
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Città #
Chandler 353
Jacksonville 249
Dearborn 117
San Mateo 106
Dakar 103
Izmir 77
Rende 59
Ashburn 57
Bremen 57
Kocaeli 57
Lawrence 57
Roxbury 56
Ann Arbor 54
Des Moines 35
Shanghai 28
Ottawa 25
Brooklyn 23
Redwood City 22
Cambridge 21
Florence 21
Strasbourg 21
Wilmington 20
Seattle 18
Brussels 16
Hong Kong 16
Montalto Uffugo 16
Ogden 15
Pune 15
Helsinki 14
Seoul 14
Inglewood 13
Rome 12
Beijing 11
Cosenza 9
San Francisco 9
Boardman 8
Milan 7
New York 7
Padova 7
Pizzo 7
Toronto 7
Crotone 6
Naples 6
Quattro Castella 6
Woodbridge 6
Canberra 5
Grafing 5
Madrid 5
Vienna 5
Central 4
Haikou 4
Houston 4
Melbourne 4
Nanjing 4
Reggio Calabria 4
Berlin 3
Birmingham 3
Los Angeles 3
Messina 3
Norwalk 3
Phoenix 3
Tokyo 3
Zebbiegh 3
Amboise 2
Ancona 2
Bocale 2
Catania 2
Correggio 2
Dipignano 2
Enschede 2
Falkenstein 2
Guangzhou 2
Hebei 2
Hefei 2
Lamezia Terme 2
Lima 2
Rogliano 2
Rozzano 2
Santa Clara 2
Sydney 2
Troia 2
Warsaw 2
Almere Stad 1
Antwerp 1
Austin 1
Cedar Knolls 1
Charlotte 1
Citta 1
Cleveland 1
Comun Nuovo 1
Dhaka 1
Dublin 1
Foley 1
Frankfurt am Main 1
Gallarate 1
Gerace 1
Giovinazzo 1
Glasgow 1
Glendale 1
Haifa 1
Totale 1.987
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Nome #
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends 89
A lattice approach to evaluate participating policies in a stochastic interest rate framework 83
A binomial approximation for two-state Markovian HJM models 81
A binomial model for pricing US-style average options with reset features 79
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 79
“A binomial model for valuing equity-linked policies embedding surrender options” 78
A Binomial Model for Valuing Equity-linked Policies Embedding Surrender Options 78
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 77
A reduced lattice model for option pricing under regime-switching 74
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 74
Computing Risk Measures of Life Insurance Policies through the Cox -Ross-Rubinstein Model 74
A lattice approach to evaluate participating policies in a stochastic interest rate framework 70
A discrete-time algorithm for pricing double barrier options 68
A forward shooting grid method for option pricing with stochastic volatility 68
Computing finite-time survival probabilities using multinomial approximations of risk models 68
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 66
Equity-linked endowment policies with or without embedded surrender options 66
A combinatorial approach for pricing Parisian options 64
A bivariate lattice model to compute risk measures in life insurance policies 64
A fast and accurate lattice model to evaluate options under the variance gamma process 63
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 62
A multinomial approach for option pricing under regime-switching jump-diffusion models 61
A Binomial Model for Valuing Equity-Linked Policies embedding Surrender Options 61
Fair valuation of equity-linked policies under insurer default risk 60
Computationally simple lattice methods for option and bond pricing 60
A multistage stochastic programming approach for capital budgeting problems under uncertainty 57
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model 56
A Lattice based model for pricing equity-linked policies with embedded surrender options 55
An adjusted binomial model for pricing European Asian options 54
On pricing contingent claims under the double Heston model 54
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals 53
A Lattice-Based Model to Evaluate Variable Annuities with Guaranteed Minimum Withdrawal Benefits under a Regime-Switching Model 52
An adjusted binomial model for pricing Asian options 52
On pricing lookback options under the CEV process 51
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee 51
An adjusted binomial model for pricing Asian options 51
Option pricing under regime-switching jump-diffusion models 51
“A lattice model for pricing equity linked policies with embedded surrender options” 50
A lattice model for pricing interest-sensitive claims in a HJM framework 49
On pricing arithmetic reset options with multiple reset dates in a lattice framework 47
A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance 46
A forward shooting grid method for option pricing with stochastic volatility 45
Modeling the Future Value Distribution of a Life Insurance Portfolio 44
“On pricing arithmetic average reset options with multiple reset date in a lattice framework” 43
A Path-Independent Humped Volatility Model for Option Pricing 40
On pricing arithmetic average reset options with multiple reset dates in a lattice framework 40
Pricing barrier options with exponential stopping times 39
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 39
La valutazione di opzioni implicite nei mutui bancari 38
A reduced lattice model for option pricing under regime-switching 38
Testing the least-squares Monte Carlo method for the evaluation of capital requirements in life insurance 38
null 36
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework” 33
Extending the Cox-Ross-Rubinstein algorithm for pricing options with exponential boundaries 33
Un Modello Trinomiale per la Valutazione di Opzioni Lookback 33
Fair valuation of equity-linked policies under default risk 33
Fair evaluation of life insurance policies with periodic rebalancing between asset portfolios and interest rate guarantee 31
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 25
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 20
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 16
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 11
Totale 3.271
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Categoria #
all - tutte 18.044
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 18.044
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/201979 0 0 0 0 0 0 0 0 0 0 79 0
2019/2020513 56 52 3 56 28 120 34 52 18 9 64 21
2020/2021569 66 2 59 71 6 72 18 67 9 122 17 60
2021/2022717 6 114 17 53 77 17 14 127 10 5 88 189
2022/2023846 123 99 15 104 109 88 5 112 87 26 46 32
2023/2024357 49 36 34 32 32 53 17 48 35 21 0 0
Totale 3.271