D. Mancinelli

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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
On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
Scandinavian Actuarial Journal
2025-12-03Paper
Pension funds with longevity risk: an optimal portfolio insurance approach
Insurance Mathematics & Economics
2025-01-17Paper
Time-invariant portfolio strategies in structured products with guaranteed minimum equity exposure
Applied Stochastic Models in Business and Industry
2024-07-30Paper


Research outcomes over time


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