Alessandro Staino

Available identifiers

zbMath Open staino.alessandroMaRDI QIDQ319829

List of research outcomes

Publication	Date of Publication	Type
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint	2023-12-14	Paper
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods	2023-06-12	Paper
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion	2023-02-16	Paper
A lattice approach to evaluate participating policies in a stochastic interest rate framework	2021-02-03	Paper
Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility	2019-09-18	Paper
A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY	2018-06-29	Paper
A moment-matching method to generate arbitrage-free scenarios	2016-10-06	Paper
A stochastic programming model for the optimal issuance of government bonds	2013-01-15	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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