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 |
|---|---|---|
| Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules Annals of Finance | 2020-04-20 | Paper |
| Market implied volatilities for defaultable bonds Annals of Operations Research | 2019-10-15 | Paper |
| A three-factor model for mortality modeling North American Actuarial Journal | 2019-05-28 | Paper |
| Calibration of one-factor and two-factor hull-white models using swaptions Computational Management Science | 2019-02-18 | Paper |
| Intensity-based framework for surrender modeling in life insurance Insurance Mathematics & Economics | 2017-01-31 | Paper |
| Some considerations on Hydra groups and a new bound for the length of words Mathematica Slovaca | 2014-04-22 | Paper |
| Calibrating affine stochastic mortality models using term assurance premiums Insurance Mathematics & Economics | 2011-08-01 | Paper |
Research outcomes over time
This page was built for person: Vincenzo Russo
