The following pages link to Gabriele Stabile (Q320102):
Displaying 13 items.
- Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
- Risk processes with non-stationary Hawkes claims arrivals (Q708785) (← links)
- Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions (Q984010) (← links)
- Tax compliance with uncertain income: a stochastic control model (Q1708530) (← links)
- On the free boundary of an annuity purchase (Q1711720) (← links)
- An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
- (Q2905808) (← links)
- On Lipschitz Continuous Optimal Stopping Boundaries (Q4614936) (← links)
- Sub-optimal investment for insurers (Q5077500) (← links)
- OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM (Q5291317) (← links)
- Lundberg parameters for non standard risk processes (Q5430558) (← links)
- Large deviations for risk processes with reinsurance (Q5754682) (← links)
- Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions (Q6178725) (← links)
