Antonio Luciano Martire

MaRDI QIDQ2064613zbMATH OpenFDO

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!

Publication	Date of Publication	Type
A dynamic game approach for optimal consumption, investment and life insurance problem Annals of Operations Research	2025-04-03	Paper
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods Decisions in Economics and Finance	2023-06-12	Paper
Evaluating ruin probabilities: a streamlined approach	2022-11-14	Paper
Volterra integral equations: an approach based on Lipschitz-continuity Applied Mathematics and Computation	2022-09-21	Paper
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders Decisions in Economics and Finance	2022-06-17	Paper
A mean-value approach to solve fractional differential and integral equations Chaos, Solitons and Fractals	2022-04-07	Paper
Betting on bitcoin: a profitable trading between directional and shielding strategies Decisions in Economics and Finance	2022-01-06	Paper
A new numerical method for a class of Volterra and Fredholm integral equations Journal of Computational and Applied Mathematics	2020-05-27	Paper
A bivariate model for evaluating equity-linked policies with surrender option Scandinavian Actuarial Journal	2018-07-11	Paper

Research outcomes over time

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