IRIS
RUSSO, Emilio
 Distribuzione geografica
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Continente #
NA - Nord America 2.867
AS - Asia 2.429
EU - Europa 1.841
SA - Sud America 599
AF - Africa 190
OC - Oceania 12
Continente sconosciuto - Info sul continente non disponibili 2
Totale 7.940
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Nazione #
US - Stati Uniti d'America 2.733
SG - Singapore 1.029
UA - Ucraina 495
BR - Brasile 474
IT - Italia 468
CN - Cina 464
DE - Germania 341
VN - Vietnam 306
HK - Hong Kong 193
TR - Turchia 155
SE - Svezia 130
SN - Senegal 128
FI - Finlandia 110
FR - Francia 108
CA - Canada 75
KR - Corea 74
AR - Argentina 42
GB - Regno Unito 41
IN - India 35
MX - Messico 33
BD - Bangladesh 31
RU - Federazione Russa 31
IQ - Iraq 28
BE - Belgio 23
EC - Ecuador 20
CO - Colombia 19
ZA - Sudafrica 19
NL - Olanda 18
ID - Indonesia 17
PL - Polonia 15
JP - Giappone 14
ES - Italia 13
PK - Pakistan 13
VE - Venezuela 13
AT - Austria 12
AU - Australia 12
EG - Egitto 11
PE - Perù 11
UZ - Uzbekistan 11
CL - Cile 9
IE - Irlanda 7
JO - Giordania 7
MA - Marocco 7
JM - Giamaica 6
KE - Kenya 6
OM - Oman 6
PY - Paraguay 6
TT - Trinidad e Tobago 6
CH - Svizzera 5
DZ - Algeria 5
NP - Nepal 5
PH - Filippine 5
AZ - Azerbaigian 4
DO - Repubblica Dominicana 4
HN - Honduras 4
PT - Portogallo 4
SA - Arabia Saudita 4
TW - Taiwan 4
AE - Emirati Arabi Uniti 3
ET - Etiopia 3
KZ - Kazakistan 3
LK - Sri Lanka 3
LT - Lituania 3
RO - Romania 3
UY - Uruguay 3
AO - Angola 2
BO - Bolivia 2
CI - Costa d'Avorio 2
CZ - Repubblica Ceca 2
HR - Croazia 2
LB - Libano 2
MD - Moldavia 2
NG - Nigeria 2
NI - Nicaragua 2
RS - Serbia 2
SY - Repubblica araba siriana 2
TN - Tunisia 2
ZW - Zimbabwe 2
AL - Albania 1
BH - Bahrain 1
BN - Brunei Darussalam 1
BY - Bielorussia 1
CR - Costa Rica 1
DK - Danimarca 1
EU - Europa 1
GA - Gabon 1
GD - Grenada 1
GR - Grecia 1
GT - Guatemala 1
IR - Iran 1
KG - Kirghizistan 1
KH - Cambogia 1
KW - Kuwait 1
LV - Lettonia 1
MN - Mongolia 1
MT - Malta 1
MY - Malesia 1
PA - Panama 1
QA - Qatar 1
TJ - Tagikistan 1
Totale 7.938
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Città #
Singapore 455
Chandler 421
Dallas 301
Jacksonville 279
Hong Kong 182
Boardman 157
Dearborn 141
Beijing 131
Ashburn 128
Dakar 128
Rende 121
Ho Chi Minh City 113
San Mateo 113
Helsinki 84
Izmir 74
Hanoi 73
Kocaeli 73
Seoul 72
Lawrence 65
Roxbury 65
Ann Arbor 56
Bremen 56
Shanghai 56
Hefei 48
Brooklyn 45
Des Moines 44
Strasbourg 44
Cambridge 37
Cosenza 37
Los Angeles 33
Ottawa 31
São Paulo 31
Munich 28
Seattle 28
The Dalles 26
Turku 23
Falkenstein 22
Tianjin 22
San Francisco 21
Brussels 20
Columbus 20
New York 20
Ogden 20
Florence 19
London 19
Milan 19
Toronto 19
Rome 18
Wilmington 18
Montalto Uffugo 16
Rio de Janeiro 15
Inglewood 14
Redwood City 14
Frankfurt am Main 13
Naples 13
Pizzo 13
Tokyo 13
Council Bluffs 12
Dhaka 12
Guangzhou 12
Haiphong 12
Pune 12
Santa Clara 12
Boston 11
Curitiba 11
Baghdad 10
Brasília 10
Da Nang 10
Johannesburg 10
Warsaw 10
Atlanta 9
Biên Hòa 9
Chicago 9
Guayaquil 9
Hải Dương 9
Salvador 9
Thái Nguyên 9
Lima 8
Mexico City 8
Tashkent 8
Cairo 7
Montreal 7
Ninh Bình 7
Paola 7
Sacile 7
Vienna 7
Caracas 6
Dublin 6
Fortaleza 6
Grafing 6
Madrid 6
Margherita di Savoia 6
Nairobi 6
Phoenix 6
Porto Alegre 6
Quito 6
Ribeirão Preto 6
Altomonte 5
Amman 5
Ankara 5
Totale 4.521
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Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 176
A lattice approach to evaluate participating policies in a stochastic interest rate framework 165
A binomial model for pricing US-style average options with reset features 151
A binomial approximation for two-state Markovian HJM models 149
A multinomial approach for option pricing under regime-switching jump-diffusion models 147
A reduced lattice model for option pricing under regime-switching 145
A flexible lattice model for pricing contingent claims under multiple risk factors 143
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 143
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 142
A lattice approach to evaluate participating policies in a stochastic interest rate framework 141
A bivariate model for evaluating equity-linked policies with surrender options 134
A forward shooting grid method for option pricing with stochastic volatility 134
A flexible lattice model for pricing options under stochastic interest rate and volatility 132
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends 130
A multistage stochastic programming approach for capital budgeting problems under uncertainty 128
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 126
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 122
A lattice based model for pricing interest sensitive claims under stochastic volatility 121
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 120
Computing finite-time survival probabilities using multinomial approximations of risk models 120
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 119
A moment-matching method to generate arbitrage-free scenarios 118
Compound option pricing under stochastic volatility 116
A discrete-time approach to evaluate path-dependent derivatives under a regime-switching risk model 114
A Lattice based model for pricing equity-linked policies with embedded surrender options 113
ON THE MARKOVIAN BEHAVIOR OF ASSET RETURNS 113
Financial Risk Modeling with Markov Chains 112
A lattice-based approach for life insurance pricing in a stochastic correlation framework 110
“A binomial model for valuing equity-linked policies embedding surrender options” 110
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals 110
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 109
A forward shooting grid method for option pricing with stochastic volatility 108
Compound option pricing under stochastic volatility 108
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 107
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 107
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 107
“A lattice model for pricing equity linked policies” 106
Fair valuation of equity-linked policies under insurer default risk 105
A bivariate lattice model for valuing options on assets paying discrete dividends 105
A lattice-based approach for life insurance pricing in a stochastic correlation framework 104
A Path-Independent Humped Volatility Model for Option Pricing 104
A flexible lattice model for fair policy valuations under multiple risk factors 104
A lattice model for pricing interest-sensitive claims in a HJM framework 101
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 99
On pricing Asian options under stochastic volatility 98
Fair valuation of participating policies embedding a minimum guaranteed bonus rate and a surrender option in a stochastic interest rate framework 98
Equity-linked endowment policies with or without embedded surrender options 98
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 96
Option pricing under regime-switching jump-diffusion models 96
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market 96
An adjusted binomial model for pricing Asian options 95
Path-dependent contingent claims and insurance policies 94
On pricing contingent claims under the double Heston model 93
Portfolio Selection and Risk Management with Markov Chains 90
An adjusted binomial model for pricing European Asian options 89
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 88
“Portfolio Selection, VaR and CVaR models with Markov Chains” 88
Scenario generator based on the monomial methods 87
Portfolio Selection, VaR and CVaR models with Markov Chains 85
A reduced lattice model for option pricing under regime-switching 84
An adjusted binomial model for pricing Asian options 83
On pricing Asian options under stochastic volatility 80
“A BINOMIAL MODEL FOR PRICING AMERICAN-STYLE AVERAGE OPTIONS WITH RESET FEATURES” 80
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 78
A lattice model for valuing options on assets with discrete dividends 75
On pricing arithmetic average reset options with multiple reset dates in a lattice framework 74
“On pricing arithmetic average reset options with multiple reset date in a lattice framework” 71
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework” 69
Fair valuation of participating policies in a stochastic interest rate framework 69
Fair valuation of equity-linked policies under default risk 67
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 64
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 63
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 61
On binomial discretizations of correlated skew Brownian motions: Applications to option pricing 59
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 53
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 52
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 51
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 49
Securitization product valuations under multiple risk factors: the case of mortality bonds 46
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 44
A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework 13
Totale 8.154
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Categoria #
all - tutte 43.704
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 43.704
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021394 0 0 0 0 0 73 17 73 8 147 8 68
2021/2022824 10 144 27 44 82 20 10 130 6 13 108 230
2022/20231.007 191 132 23 102 135 89 11 129 110 29 35 21
2023/2024604 71 41 58 49 43 40 23 71 42 39 47 80
2024/20251.404 32 192 80 60 133 131 77 52 148 67 105 327
2025/20262.708 516 257 497 386 811 241 0 0 0 0 0 0
Totale 8.154