IRIS
RUSSO, Emilio
 Distribuzione geografica
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Continente #
NA - Nord America 3.731
AS - Asia 3.131
EU - Europa 2.154
SA - Sud America 823
AF - Africa 229
Continente sconosciuto - Info sul continente non disponibili 226
OC - Oceania 13
Totale 10.307
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Nazione #
US - Stati Uniti d'America 3.537
SG - Singapore 1.119
IT - Italia 601
BR - Brasile 595
CN - Cina 564
VN - Vietnam 534
UA - Ucraina 499
DE - Germania 356
HK - Hong Kong 210
FR - Francia 201
TR - Turchia 170
SN - Senegal 131
SE - Svezia 130
FI - Finlandia 115
BD - Bangladesh 97
CA - Canada 89
AR - Argentina 75
IN - India 75
KR - Corea 74
GB - Regno Unito 62
MX - Messico 56
IQ - Iraq 49
CO - Colombia 41
ID - Indonesia 39
RU - Federazione Russa 39
EC - Ecuador 33
PK - Pakistan 32
ZA - Sudafrica 29
NL - Olanda 26
BE - Belgio 24
VE - Venezuela 24
SA - Arabia Saudita 22
PL - Polonia 21
JP - Giappone 20
MY - Malesia 18
UZ - Uzbekistan 16
CL - Cile 15
AT - Austria 14
ES - Italia 14
AU - Australia 13
EG - Egitto 13
PE - Perù 13
PH - Filippine 13
MA - Marocco 11
PY - Paraguay 11
IE - Irlanda 9
NP - Nepal 9
TT - Trinidad e Tobago 9
JM - Giamaica 8
JO - Giordania 8
KE - Kenya 8
OM - Oman 8
UY - Uruguay 8
BO - Bolivia 7
DZ - Algeria 7
TN - Tunisia 7
GT - Guatemala 6
HN - Honduras 6
RO - Romania 6
AE - Emirati Arabi Uniti 5
AZ - Azerbaigian 5
CH - Svizzera 5
CR - Costa Rica 5
DO - Repubblica Dominicana 5
ET - Etiopia 5
KZ - Kazakistan 5
NG - Nigeria 5
AL - Albania 4
CZ - Repubblica Ceca 4
LB - Libano 4
LK - Sri Lanka 4
PA - Panama 4
PS - Palestinian Territory 4
PT - Portogallo 4
TW - Taiwan 4
CI - Costa d'Avorio 3
HR - Croazia 3
LT - Lituania 3
LY - Libia 3
MD - Moldavia 3
MN - Mongolia 3
TH - Thailandia 3
XK - ???statistics.table.value.countryCode.XK??? 3
AO - Angola 2
BG - Bulgaria 2
IL - Israele 2
KH - Cambogia 2
NI - Nicaragua 2
PR - Porto Rico 2
QA - Qatar 2
RS - Serbia 2
SY - Repubblica araba siriana 2
ZW - Zimbabwe 2
AM - Armenia 1
BA - Bosnia-Erzegovina 1
BB - Barbados 1
BH - Bahrain 1
BN - Brunei Darussalam 1
BY - Bielorussia 1
DK - Danimarca 1
Totale 10.069
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Città #
Singapore 514
Chandler 421
Dallas 311
San Jose 287
Jacksonville 279
Ashburn 240
Council Bluffs 211
Hong Kong 198
Ho Chi Minh City 190
Boardman 157
Beijing 148
Dearborn 141
Dakar 131
Hanoi 124
Rende 123
San Mateo 113
Helsinki 86
Izmir 75
Kocaeli 73
Seoul 72
Lauterbourg 70
Lawrence 65
Roxbury 65
Shanghai 57
Ann Arbor 56
Bremen 56
Hefei 48
Brooklyn 47
Des Moines 45
Los Angeles 44
Santa Clara 44
Strasbourg 44
São Paulo 44
Cosenza 40
Cambridge 37
New York 37
Milan 36
Columbus 34
Ottawa 31
Rome 29
Seattle 29
Munich 28
The Dalles 26
Da Nang 24
Naples 24
San Francisco 24
Tianjin 23
Toronto 23
Turku 23
Falkenstein 22
Florence 22
Haiphong 22
London 22
Brussels 20
Ogden 20
Frankfurt am Main 19
Rio de Janeiro 19
Wilmington 18
Guangzhou 17
Dhaka 16
Mexico City 16
Montalto Uffugo 16
Tokyo 16
Warsaw 16
Johannesburg 15
Baghdad 14
Inglewood 14
Pune 14
Redwood City 14
Biên Hòa 13
Bologna 13
Chicago 13
Pizzo 13
Boston 12
Curitiba 12
Tashkent 12
Thái Nguyên 12
Atlanta 11
Brasília 11
Guayaquil 11
Hillsboro 11
Riyadh 11
Can Tho 10
Hải Dương 10
Karachi 10
Orem 10
Quito 10
Salvador 10
Medellín 9
Montreal 9
Mumbai 9
Ninh Bình 9
Phoenix 9
Amsterdam 8
Ankara 8
Cairo 8
Caracas 8
Chennai 8
Erbil 8
Fortaleza 8
Totale 5.715
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Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 204
A multistage stochastic programming approach for capital budgeting problems under uncertainty 186
A lattice approach to evaluate participating policies in a stochastic interest rate framework 185
A binomial model for pricing US-style average options with reset features 182
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 binomial approximation for two-state Markovian HJM models 178
A forward shooting grid method for option pricing with stochastic volatility 178
A reduced lattice model for option pricing under regime-switching 175
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 175
A multinomial approach for option pricing under regime-switching jump-diffusion models 174
A lattice approach to evaluate participating policies in a stochastic interest rate framework 168
A bivariate model for evaluating equity-linked policies with surrender options 158
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends 158
A flexible lattice model for pricing options under stochastic interest rate and volatility 154
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 152
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 BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 142
A flexible lattice model for fair policy valuations under multiple risk factors 140
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals 139
Computing finite-time survival probabilities using multinomial approximations of risk models 139
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 bivariate lattice model for valuing options on assets paying discrete dividends 137
A discrete-time approach to evaluate path-dependent derivatives under a regime-switching risk model 137
“A binomial model for valuing equity-linked policies embedding surrender options” 136
A lattice-based approach for life insurance pricing in a stochastic correlation framework 135
A Path-Independent Humped Volatility Model for Option Pricing 133
Compound option pricing under stochastic volatility 133
Financial Risk Modeling with Markov Chains 131
Compound option pricing under stochastic volatility 131
ON THE MARKOVIAN BEHAVIOR OF ASSET RETURNS 131
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 131
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 130
Fair valuation of equity-linked policies under insurer default risk 130
A forward shooting grid method for option pricing with stochastic volatility 130
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 128
A Lattice based model for pricing equity-linked policies with embedded surrender options 128
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 128
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 124
A lattice model for pricing interest-sensitive claims in a HJM framework 121
Equity-linked endowment policies with or without embedded surrender options 121
“A lattice model for pricing equity linked policies” 120
Option pricing under regime-switching jump-diffusion models 117
Scenario generator based on the monomial methods 116
Fair valuation of participating policies embedding a minimum guaranteed bonus rate and a surrender option in a stochastic interest rate framework 114
“Portfolio Selection, VaR and CVaR models with Markov Chains” 114
A reduced lattice model for option pricing under regime-switching 114
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market 112
An adjusted binomial model for pricing European Asian options 111
Portfolio Selection and Risk Management with Markov Chains 109
An adjusted binomial model for pricing Asian options 109
Path-dependent contingent claims and insurance policies 108
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 108
Portfolio Selection, VaR and CVaR models with Markov Chains 106
Fair valuation of participating policies in a stochastic interest rate framework 103
On pricing contingent claims under the double Heston model 103
On pricing arithmetic average reset options with multiple reset dates in a lattice framework 102
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 100
An adjusted binomial model for pricing Asian options 97
On pricing Asian options under stochastic volatility 96
“A BINOMIAL MODEL FOR PRICING AMERICAN-STYLE AVERAGE OPTIONS WITH RESET FEATURES” 95
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 94
“On pricing arithmetic average reset options with multiple reset date in a lattice framework” 93
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework” 87
Fair valuation of equity-linked policies under default risk 86
A lattice model for valuing options on assets with discrete dividends 85
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
Pricing a guaranteed annuity option under a stochastic correlation setting 35
Efficient pricing of interest rate derivatives under a sticky diffusion 26
Totale 10.307
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Categoria #
all - tutte 50.330
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 50.330
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022814 0 144 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
2025/20264.572 516 257 497 386 811 340 526 218 274 367 155 225
2026/2027289 241 48 0 0 0 0 0 0 0 0 0 0
Totale 10.307