Antonio Luciano Martire

Available identifiers

Publication	Date of Publication	Type
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods	2023-06-12	Paper
Evaluating ruin probabilities: a streamlined approach	2022-11-14	Paper
Volterra integral equations: an approach based on Lipschitz-continuity	2022-09-21	Paper
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders	2022-06-17	Paper
A mean-value approach to solve fractional differential and integral equations	2022-04-07	Paper
Betting on bitcoin: a profitable trading between directional and shielding strategies	2022-01-06	Paper
A new numerical method for a class of Volterra and Fredholm integral equations	2020-05-27	Paper
A bivariate model for evaluating equity-linked policies with surrender option	2018-07-11	Paper

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