G. Stabile

Available identifiers

Publication	Date of Publication	Type
Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions	2023-09-04	Paper
Addressing ambiguity in randomized reinsurance contracts using belief functions	2023-06-02	Paper
Sub-optimal investment for insurers	2022-05-18	Paper
An analytical study of participating policies with minimum rate guarantee and surrender option	2022-04-01	Paper
On Lipschitz Continuous Optimal Stopping Boundaries	2019-02-01	Paper
On the free boundary of an annuity purchase	2019-01-18	Paper
Tax compliance with uncertain income: a stochastic control model	2018-03-23	Paper
Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs	2016-10-06	Paper
Asymptotic results for exit probabilities of stochastic processes governed by an integral type rate function	2012-08-28	Paper
Risk processes with non-stationary Hawkes claims arrivals	2010-10-14	Paper
Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions	2010-07-13	Paper
Lundberg parameters for non standard risk processes	2007-12-16	Paper
Large deviations for risk processes with reinsurance	2007-08-23	Paper
OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM	2006-05-10	Paper

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