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Titolo Data di pubblicazione Autore(i) File
ATTIVI E ALLOCAZIONE DI PORTAFOGLIO NEL BUSINESS ASSICURATIVO. Regolamentazione, Management, Produzione e Distribuzione 2022 Alberto Dreassi, Eleonora Isaia, Elisa Luciano
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS 2021 De Rosa, Clemente; Luciano, Elisa; Regis, Luca
Model risk in credit risk 2020 Fontana R.; Luciano E.; Semeraro P.
the economics of continuous time finance 2019 bernard dumas; Elisa Luciano
From volatility smiles to the volatility of volatility 2019 Dumas B.; Luciano E.
Risk Analysis and Portfolio Modelling 2019 elisa luciano
- International Longevity Risk Pooling 2018 elisa luciano, luca regis
Calcolo finanziario: temi di base e temi moderni con contenuto digitale 2018 elisa luciano
Financial synergies and systemic risk in the organization of bank affiliates 2018 Luciano, Elisa; Wihlborg, Clas
The economics of continuous-time finance 2017 Luciano, E.; Dumas, B.
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk 2017 Luciano, Elisa; Regis, Luca; Vigna, Elena
Basis risk in static versus dynamic longevity-risk hedging 2017 De Rosa, Clemente; Luciano, Elisa; Regis, Luca
Spouses’ dependence across generations and pricing impact on reversionary annuities 2016 Luciano, Elisa, Vigna, Elena, Spreew, Jaap,
Dependence calibration and portfolio fit with factor-based subordinators 2016 Luciano, Elisa; Marena, Marina; Semeraro, Patrizia
Life Insurance Ownership by Italian Households: A Gender-Based Differences Analysis 2016 Luciano, Elisa; Outreville, J François; Rossi, Mariacristina
risk-return appraisal of longevity swaps 2014 Luciano, Elisa; Regis, Luca
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 2014 Luciano Elisa; Regis Luca
Guarantees, Leverage, and Taxes 2014 Elisa Luciano; Giovanna Nicodano
The organization of bank affiliates: a theoretical perspective on risk and efficiency 2013 Elisa Luciano; Clas Wihlborg
Dependence Calibration and Portfolio Fit with FactorBased Time Changes 2013 E. Luciano; M. Marena; P. Semeraro
Mostrati risultati da 1 a 20 di 89
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