G. Stabile

MaRDI QIDQ320102zbMATH 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
Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions International Journal of Approximate Reasoning	2023-09-04	Paper
Addressing ambiguity in randomized reinsurance contracts using belief functions Belief Functions: Theory and Applications	2023-06-02	Paper
Sub-optimal investment for insurers Communications in Statistics: Theory and Methods	2022-05-18	Paper
An analytical study of participating policies with minimum rate guarantee and surrender option Finance and Stochastics	2022-04-01	Paper
On Lipschitz continuous optimal stopping boundaries SIAM Journal on Control and Optimization	2019-02-01	Paper
On the free boundary of an annuity purchase Finance and Stochastics	2019-01-18	Paper
Tax compliance with uncertain income: a stochastic control model Annals of Operations Research	2018-03-23	Paper
Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs European Journal of Operational Research	2016-10-06	Paper
Asymptotic results for exit probabilities of stochastic processes governed by an integral type rate function Probability and Mathematical Statistics	2012-08-28	Paper
Risk processes with non-stationary Hawkes claims arrivals Methodology and Computing in Applied Probability	2010-10-14	Paper
Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions Statistics & Probability Letters	2010-07-13	Paper
Lundberg parameters for non standard risk processes Scandinavian Actuarial Journal	2007-12-16	Paper
Large deviations for risk processes with reinsurance Journal of Applied Probability	2007-08-23	Paper
OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM International Journal of Theoretical and Applied Finance	2006-05-10	Paper

Research outcomes over time

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