Sfoglia per Autore
Adversarial AI in Insurance: Pervasiveness and Resilience
2023-01-01 Elisa Luciano; Matteo Cattaneo; Ron Kenett
Why are BHCs organized as parent-subsidiaries? How do they grow in value?
2023-01-01 Luciano E.; Wihlborg C.
Adversarial Artificial Intelligence in Insurance: From an Example to Some Potential Remedies
2023-01-01 Amerirad B.; Cattaneo M.; Kenett R.S.; Luciano E.
ATTIVI E ALLOCAZIONE DI PORTAFOGLIO NEL BUSINESS ASSICURATIVO. Regolamentazione, Management, Produzione e Distribuzione
2022-01-01 Alberto Dreassi, Eleonora Isaia, Elisa Luciano
The fluctuations of insurers’ risk appetite
2022-01-01 Elisa Luciano; Jean Charles Rochet
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS
2021-01-01 De Rosa, Clemente; Luciano, Elisa; Regis, Luca
Model risk in credit risk
2020-01-01 Fontana R.; Luciano E.; Semeraro P.
Risk Analysis and Portfolio Modelling
2019-01-01 elisa luciano
From volatility smiles to the volatility of volatility
2019-01-01 Dumas B.; Luciano E.
Calcolo finanziario: temi di base e temi moderni con contenuto digitale
2018-01-01 elisa luciano
- International Longevity Risk Pooling
2018-01-01 elisa luciano, luca regis
Financial synergies and systemic risk in the organization of bank affiliates
2018-01-01 Luciano, Elisa; Wihlborg, Clas
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk
2017-01-01 Luciano, Elisa; Regis, Luca; Vigna, Elena
The economics of continuous-time finance
2017-01-01 bernard dumas; Elisa Luciano
Basis risk in static versus dynamic longevity-risk hedging
2017-01-01 De Rosa, Clemente; Luciano, Elisa; Regis, Luca
Life Insurance Ownership by Italian Households: A Gender-Based Differences Analysis
2016-01-01 Luciano, Elisa; Outreville, J François; Rossi, Mariacristina
Spouses’ dependence across generations and pricing impact on reversionary annuities
2016-01-01 Luciano, Elisa, Vigna, Elena, Spreew, Jaap,
Dependence calibration and portfolio fit with factor-based subordinators
2016-01-01 Luciano, Elisa; Marena, Marina; Semeraro, Patrizia
risk-return appraisal of longevity swaps
2014-01-01 Luciano, Elisa; Regis, Luca
Guarantees, Leverage, and Taxes
2014-01-01 Elisa Luciano; Giovanna Nicodano
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