The following pages link to Alessandro Staino (Q319829):
Displaying 9 items.
- A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
- A stochastic programming model for the optimal issuance of government bonds (Q1931633) (← links)
- A lattice approach to evaluate participating policies in a stochastic interest rate framework (Q2222157) (← links)
- Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929) (← links)
- Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130) (← links)
- A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (Q4571700) (← links)
- Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint (Q6088771) (← links)
- Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods (Q6156163) (← links)
- Fair valuations of insurance policies under multiple risk factors: a flexible lattice approach (Q6556605) (← links)
