CINECA IRIS Institutional Research Information System

LUCIANO, Elisa
 Distribuzione geografica
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Continente #
NA - Nord America 3.955
EU - Europa 2.853
AS - Asia 1.272
SA - Sud America 140
AF - Africa 24
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 2
Totale 8.250
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Nazione #
US - Stati Uniti d'America 3.892
IT - Italia 964
CN - Cina 449
SG - Singapore 449
UA - Ucraina 361
DE - Germania 326
IE - Irlanda 287
SE - Svezia 198
FI - Finlandia 194
FR - Francia 172
KR - Corea 133
GB - Regno Unito 126
BR - Brasile 123
PL - Polonia 80
VN - Vietnam 76
CA - Canada 51
HK - Hong Kong 33
GR - Grecia 24
NL - Olanda 24
BE - Belgio 23
ID - Indonesia 23
RU - Federazione Russa 21
IN - India 17
IR - Iran 16
JP - Giappone 16
RO - Romania 13
SA - Arabia Saudita 12
MX - Messico 10
CH - Svizzera 8
TW - Taiwan 8
ZA - Sudafrica 8
AR - Argentina 7
AT - Austria 7
TR - Turchia 7
BD - Bangladesh 6
ES - Italia 5
HU - Ungheria 5
KE - Kenya 5
MO - Macao, regione amministrativa speciale della Cina 5
EU - Europa 4
IQ - Iraq 4
NO - Norvegia 4
PH - Filippine 4
PK - Pakistan 4
CL - Cile 3
LV - Lettonia 3
AE - Emirati Arabi Uniti 2
AU - Australia 2
BF - Burkina Faso 2
BG - Bulgaria 2
IL - Israele 2
LU - Lussemburgo 2
MA - Marocco 2
MY - Malesia 2
NG - Nigeria 2
PE - Perù 2
PT - Portogallo 2
SY - Repubblica araba siriana 2
UZ - Uzbekistan 2
VE - Venezuela 2
AL - Albania 1
BO - Bolivia 1
CD - Congo 1
CR - Costa Rica 1
DK - Danimarca 1
DZ - Algeria 1
EG - Egitto 1
GA - Gabon 1
NI - Nicaragua 1
PY - Paraguay 1
TN - Tunisia 1
UY - Uruguay 1
Totale 8.250
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Città #
Santa Clara 756
Chandler 550
Dublin 286
Beijing 279
Jacksonville 279
Ashburn 213
Singapore 185
Fairfield 138
Torino 131
Houston 130
Milan 126
Princeton 101
Medford 87
Ann Arbor 85
Columbus 84
Wilmington 82
Warsaw 76
Villeurbanne 66
Turin 64
Nyköping 63
Dearborn 56
Pisa 52
Rome 51
Woodbridge 51
Boston 48
Seattle 48
Dong Ket 47
Cambridge 43
Helsinki 40
Verona 34
Hong Kong 26
Jakarta 23
Guangzhou 21
Hefei 21
Brussels 20
Düsseldorf 20
Toronto 19
Lachine 18
Nichelino 18
Falls Church 15
Philadelphia 15
Boardman 14
Norwalk 14
Trieste 14
Washington 14
Naples 13
New York 13
Redwood City 13
San Diego 11
Bari 10
Bologna 10
Fremont 10
Kunming 10
Los Angeles 10
Nanchang 10
Nanjing 10
Nice 10
Frankfurt am Main 9
Munich 8
Piossasco 8
Rio de Janeiro 8
Targu 8
Bremen 7
Falkenstein 7
Florence 7
Hamburg 7
Lauterbourg 7
Nuremberg 7
Padova 7
Shanghai 7
Uberlândia 7
Vienna 7
Genoa 6
Grafing 6
Hsinchu 6
Jinan 6
Mexico 6
Moncalieri 6
Brescia 5
Citta 5
Grugliasco 5
Hangzhou 5
Nairobi 5
Savoy 5
Brooklyn 4
Catania 4
Changsha 4
Dallas 4
Montreal 4
Napoli 4
Nürnberg 4
Portsmouth 4
Rubbiano 4
Sesto San Giovanni 4
West Jordan 4
Zhengzhou 4
Bergamo 3
Brasília 3
Budapest 3
Cerreto D'esi 3
Totale 4.890
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Nome #
ATTIVI E ALLOCAZIONE DI PORTAFOGLIO NEL BUSINESS ASSICURATIVO. Regolamentazione, Management, Produzione e Distribuzione 344
The economics of continuous-time finance 343
Delta-Gamma hedging of mortality and interest rate risk 175
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk 170
Modelling stochastic mortality for dependent lives 159
Mortality Surface by Means of Continuous Time Cohort Models 145
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 143
Dependence Calibration and Portfolio Fit with FactorBased Time Changes 141
Copula methods in finance 133
Guarantees, Leverage, and Taxes 133
Basis risk in static versus dynamic longevity-risk hedging 132
A note on stochastic survival probabilities and their calibration 127
Default risk in business groups 126
Spouses’ dependence across generations and pricing impact on reversionary annuities 124
Cross generational comparison of stochastic mortality of coupled lives 123
Dependence calibration and portfolio fit with factor-based subordinators 115
Non mean reverting affine processes for stochastic mortality 112
An exact solution to a dynamic portfolio choice problem with transaction costs 111
Leverage and value creation in holding subsidiary structures 109
Credit risk and rating assignments with parent-subsidiary links 104
Equilibrium price of immediacy and infrequent trade 104
Bank Efficiency and Banking Sector Development: the Case of Italy. 98
A Generalized Normal Mean Variance Mixture for Return Processes in Finance 98
Mortality risk via affine stochastic intensities: calibration and empirical relevance 98
A note on the pricing solution to bilateral monopoly and its efficiency 97
risk-return appraisal of longevity swaps 96
Single and joint default in a structural model with purely discontinuous asset prices 96
Calcolo finanziario. Temi di base e temi moderni. 95
On the (in)-dependence between financial and actuarial risk 95
A Value at Risk approach to background risk 92
BIVARIATE OPTION PRICING WITH COPULAS 92
Ownership links, leverage and credit risk 91
Bond pricing through Bargaining 90
Copulae as a New Tool in Financial Modelling 89
Calibrating risk-neutral default correlation 89
Financial synergies and systemic risk in the organization of bank affiliates 89
Business Time and New Credit Risk Models 87
Fulfillment of Regulatory Requirements on VAR and Optimal Portfolio Policies 85
A note on Loadings and Deductibles: can a vicious circle arise? 83
A decomposition of random net present values 83
Demographic Risk Transfer with financial risk: is it Worth for Annuity Providers? 82
Calibrating risk-neutral default correlation 81
A multivariate jump-driven financial asset model 80
Capital structure and inventory management: the temporary sale price problem 80
Developing an Annuity Market in Europe 80
The organization of bank affiliates: a theoretical perspective on risk and efficiency 78
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS 78
A new perspective on dynamic portfolio choices 77
Rovina, assicurazione e scambi di attività finanziarie 76
Copula vulnerability 76
Non mean reverting affine processes for stochastic mortality (Measuring mortality risk in pricing life insurance products) 75
From volatility smiles to the volatility of volatility 75
Calcolo finanziario: temi di base e temi moderni con contenuto digitale 75
Spark spread options when commodity prices are represented as time changed Brownian Motions 73
Funzioni di Green per equazioni differenziali ordinarie e applicazioni in Finanza 72
Stationary Optimal Lenghts for the Plant Renewal Problem 72
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators 72
Multivariate Time Changes for Lévy Asset Models: characterization and calibration 72
Demographic Risk Transfer 72
Portfolio Value at Risk Bounds 72
VaR as a Risk Measure for Multiperiod Static Inventory Models 71
Pricing vulnerable options with copulas 71
Dynamic VaR under optimal and suboptimal portfolio policies 70
Value at Risk Bounds for Portfolios of non-normal Returns 70
Generalized normal mean variance mixture and subordinated Brownian motion. 70
MATEMATICA PER LA GESTIONE FINANZIARIA 69
Sugli effetti dei costi di transazione nelle scelte di portafoglio con orizzonte finito 68
Revision of industrial supply conditions and game theory 67
La leva finanziaria multiperiodale 66
Un modello di affidamento in condizioni di incertezza 66
Model risk in credit risk 66
Some Basic Problems in Inventory Theory: the Financial Perspective 65
Copula-based default dependence modelling: where do we stand? 65
Demographic Risk Transfer: is it Worth for Annuity Providers? 65
Cycles optimization: the equivalent annuity and the NPV approaches 64
Institutionally heterogeneous agents in an imitative stock market 64
Value at Risk trade-off and capital allocation 63
Pricing and Hedging credit derivatives with copulas 63
Copulas and dependence models in credit risk: diffusions versus jumps 61
Multivariate variance gamma and gaussian dependence: a study with copulas 61
Market making with noise: the case of a specialist financial market with heterogeneous traders 59
Credit risk in pure jump structural models 59
null 59
On optimal insurance arrangements 58
Sulla dinamica dell'allocazione della ricchezza 58
Swap pricing and hedging of general DCFs 58
Life Insurance Ownership by Italian Households: A Gender-Based Differences Analysis 58
Risk Analysis and Portfolio Modelling 55
- International Longevity Risk Pooling 54
Adversarial AI in Insurance: Pervasiveness and Resilience 51
Adversarial Artificial Intelligence in Insurance: From an Example to Some Potential Remedies 49
Single and joint default in a structural model with purely discontinuous assets 47
The fluctuations of insurers’ risk appetite 34
Why are BHCs organized as parent-subsidiaries? How do they grow in value? 24
Adversarial AI in insurance: an overview 12
Totale 8.494
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Categoria #
all - tutte 24.543
article - articoli 0
book - libri 0
conference - conferenze 1.414
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 25.957
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021807 77 12 102 27 69 28 95 13 118 99 72 95
2021/2022847 18 19 27 81 41 33 78 86 29 45 147 243
2022/20231.447 148 115 48 154 159 355 128 87 143 21 61 28
2023/2024744 75 112 44 52 80 101 8 73 3 52 68 76
2024/20251.980 24 77 71 150 612 324 38 68 164 82 111 259
2025/202653 53 0 0 0 0 0 0 0 0 0 0 0
Totale 8.494