Sfoglia per Autore
Pension planning and investment under transaction costs
2008 Chiarolla, Maria; Michele, Longo; Stabile, Gabriele
Risk Processes with Non-stationary Hawkes Claims Arrivals
2010 Stabile, Gabriele; Giovanni Luca, Torrisi
Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
2010 Stabile, Gabriele; Giovanni Luca, Torrisi
Pension fund and investment manager's compensation in a continuous time model
2011 Stabile, Gabriele
Fund manager's compensation in a continuous time model
2011 Stabile, Gabriele
Pension planning and investment under transaction costs
2011 Chiarolla, Maria; M., Longo; Stabile, Gabriele
ASYMPTOTIC RESULTS FOR EXIT PROBABILITIES OF STOCHASTIC PROCESSES GOVERNED BY AN INTEGRAL TYPE RATE FUNCTION
2012 M., Abundo; C., Macci; Stabile, Gabriele
Optimal procurement strategies for a storable commodity
2012 Chiarolla, Maria; G., Ferrari; Stabile, Gabriele
A review of margrabe formula and its applications in derivative pricing
2014 Stabile, Gabriele
Optimal investment and ruin probabilities
2015 M., Longo; Stabile, Gabriele
Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs
2015 Chiarolla, Maria; Ferrari, Giorgio; Stabile, Gabriele
Underperformance fees and manager’s portfolio risk taking
2015 Stabile, Gabriele
Tax compliance with uncertain income: a stochastic control model
2018 Sparta', GAETANO TARCISIO; Stabile, Gabriele
Optimal annuitization and bequest motives
2019 Stabile, Gabriele
On the free boundary of an annuity purchase
2019 De Angelis, Tiziano; Stabile, Gabriele
On Lipschitz continuous optimal stopping boundaries
2019 De Angelis, Tiziano; Stabile, Gabriele
Sub-optimal investment for insurers
2020 Longo, Michele; Stabile, Gabriele
An analytical study of participating policies with minimum rate guarantee and surrender option
2022 Chiarolla, Maria B.; De Angelis, Tiziano; Stabile, Gabriele
Addressing Ambiguity in Randomized Reinsurance Contracts Using Belief Functions
2022 Petturiti, D.; Stabile, G.; Vantaggi, B.
Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions
2023 Petturiti, Davide; Stabile, Gabriele; Vantaggi, Barbara
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