STABILE, Gabriele
STABILE, Gabriele
DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA
A review of margrabe formula and its applications in derivative pricing
2014 Stabile, Gabriele
Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions
2023 Petturiti, Davide; Stabile, Gabriele; Vantaggi, Barbara
Addressing Ambiguity in Randomized Reinsurance Contracts Using Belief Functions
2022 Petturiti, D.; Stabile, G.; Vantaggi, B.
An analytical study of participating policies with minimum rate guarantee and surrender option
2022 Chiarolla, Maria B.; De Angelis, Tiziano; Stabile, Gabriele
Asymptotic estimates of exit probabilities for small noise diffusions
2008 M., Abundo; C., Macci; Stabile, Gabriele
ASYMPTOTIC RESULTS FOR EXIT PROBABILITIES OF STOCHASTIC PROCESSES GOVERNED BY AN INTEGRAL TYPE RATE FUNCTION
2012 M., Abundo; C., Macci; Stabile, Gabriele
Bounds for Lundberg parameters of non standard multivariate risk processes
2004 C., Macci; Stabile, Gabriele; G. L., Torrisi
Bounds for Lundberg parameters of non standard multivariate risk processes
2004 Stabile, Gabriele
Estimation of river baseflow using non linear time series analysis
2003 Tirozzi, B; Salusti, E; Stabile, Gabriele
Fund manager's compensation in a continuous time model
2011 Stabile, Gabriele
Large deviations for risk processes with reinsurance
2006 Claudio, Macci; Stabile, Gabriele
Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
2010 Stabile, Gabriele; Giovanni Luca, Torrisi
Lundberg parameters for non standard risk processes
2005 Claudio, Macci; Stabile, Gabriele; G. L., Torrisi
on classical estimates of the river baseflow
2003 Salusti, E; Stabile, G; Tirozzi, Benedetto
On Lipschitz continuous optimal stopping boundaries
2019 De Angelis, Tiziano; Stabile, Gabriele
On Lundberg's estimate for ruin probability under reinsurance
2006 Stabile, Gabriele
On Lundberg's estimate for ruin probability under reinsurance
2006 Macci, C; Stabile, Gabriele
On the free boundary of an annuity purchase
2019 De Angelis, Tiziano; Stabile, Gabriele
Optimal annuitization and bequest motives
2019 Stabile, Gabriele
Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs
2015 Chiarolla, Maria; Ferrari, Giorgio; Stabile, Gabriele