The following pages link to Elisa Luciano (Q222736):
Displaying 14 items.
- Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
- Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk (Q743143) (← links)
- Modelling stochastic mortality for dependent lives (Q974810) (← links)
- Some basic problems in inventory theory: The financial perspective (Q1296357) (← links)
- The fluctuations of insurers' risk appetite (Q2102895) (← links)
- From volatility smiles to the volatility of volatility (Q2292044) (← links)
- On the (in-)dependence between financial and actuarial risks (Q2443231) (← links)
- Mortality surface by means of continuous time cohort models (Q2445996) (← links)
- Multivariate time changes for Lévy asset models: characterization and calibration (Q2654202) (← links)
- Rovina, assicurazione e scambi di attività finanziarie (Q3034713) (← links)
- (Q3412547) (← links)
- A multivariate jump-driven financial asset model (Q3437395) (← links)
- GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS (Q5152543) (← links)
- Model risk in credit risk (Q6078435) (← links)
