Anna Maria Gambaro

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Navigating supply shocks: sector resilience and production prices through stochastic input-output modeling
Mathematical Finance
2026-09-14Paper
The capital-on-capital cost in Solvency II risk margin
European Actuarial Journal
2025-05-14Paper
General lattice methods for arithmetic Asian options
European Journal of Operational Research
2020-01-23Paper
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
Decisions in Economics and Finance
2019-10-23Paper
Approximate pricing of swaptions in affine and quadratic models
Quantitative Finance
2018-11-19Paper
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts
Insurance Mathematics & Economics
2018-08-28Paper


Research outcomes over time


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