CINECA IRIS Institutional Research Information System

LUCIANO, Elisa
 Distribuzione geografica
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Continente #
NA - Nord America 2.880
EU - Europa 2.497
AS - Asia 664
AF - Africa 8
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 2
SA - Sud America 2
Totale 6.057
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Nazione #
US - Stati Uniti d'America 2.834
IT - Italia 764
CN - Cina 373
UA - Ucraina 359
IE - Irlanda 286
DE - Germania 282
SE - Svezia 197
FI - Finlandia 156
FR - Francia 143
KR - Corea 131
GB - Regno Unito 113
PL - Polonia 78
VN - Vietnam 73
CA - Canada 40
GR - Grecia 24
BE - Belgio 23
RU - Federazione Russa 18
IR - Iran 16
NL - Olanda 15
RO - Romania 13
IN - India 10
SG - Singapore 9
HK - Hong Kong 8
SA - Arabia Saudita 8
TW - Taiwan 8
JP - Giappone 7
CH - Svizzera 6
MX - Messico 6
HU - Ungheria 5
MO - Macao, regione amministrativa speciale della Cina 5
ES - Italia 4
EU - Europa 4
NO - Norvegia 4
PH - Filippine 4
TR - Turchia 4
ID - Indonesia 3
AU - Australia 2
BG - Bulgaria 2
KE - Kenya 2
LU - Lussemburgo 2
LV - Lettonia 2
MY - Malesia 2
NG - Nigeria 2
AE - Emirati Arabi Uniti 1
AR - Argentina 1
BR - Brasile 1
CD - Congo 1
DK - Danimarca 1
IQ - Iraq 1
MA - Marocco 1
PK - Pakistan 1
TN - Tunisia 1
ZA - Sudafrica 1
Totale 6.057
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Città #
Chandler 550
Dublin 285
Jacksonville 279
Beijing 268
Ashburn 207
Fairfield 138
Torino 131
Houston 130
Princeton 101
Medford 87
Ann Arbor 85
Milan 85
Wilmington 82
Warsaw 74
Villeurbanne 66
Nyköping 63
Dearborn 56
Pisa 52
Woodbridge 51
Boston 48
Seattle 48
Dong Ket 47
Turin 47
Cambridge 43
Rome 33
Verona 31
Brussels 20
Lachine 18
Nichelino 18
Toronto 16
Falls Church 15
Philadelphia 15
Boardman 14
Norwalk 14
Washington 14
Redwood City 13
San Diego 11
Hefei 10
Kunming 10
Nanchang 10
Nanjing 10
Nice 10
New York 9
Bologna 8
Piossasco 8
Targu 8
Bremen 7
Frankfurt am Main 7
Fremont 7
Shanghai 7
Bari 6
Düsseldorf 6
Genoa 6
Grafing 6
Hsinchu 6
Jinan 6
Mexico 6
Brescia 5
Citta 5
Guangzhou 5
Hangzhou 5
Naples 5
Savoy 5
Catania 4
Dallas 4
Moncalieri 4
Napoli 4
Nürnberg 4
Rubbiano 4
Sesto San Giovanni 4
Zhengzhou 4
Bergamo 3
Budapest 3
Cerreto D'esi 3
Changsha 3
Como 3
Florence 3
Guiyang 3
Hamburg 3
Jakarta 3
Lanzhou 3
London 3
Madrid 3
Mountain View 3
Old Bridge 3
Padova 3
Phoenix 3
Ponte Lambro 3
Pordenone 3
Singapore 3
Udine 3
Abuja 2
Altamura 2
Andover 2
Ankara 2
Bangalore 2
Borgaro Torinese 2
Borgo San Dalmazzo 2
Broni 2
Bucharest 2
Totale 3.548
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Nome #
The economics of continuous-time finance 273
ATTIVI E ALLOCAZIONE DI PORTAFOGLIO NEL BUSINESS ASSICURATIVO. Regolamentazione, Management, Produzione e Distribuzione 193
Delta-Gamma hedging of mortality and interest rate risk 142
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk 142
Modelling stochastic mortality for dependent lives 138
Mortality Surface by Means of Continuous Time Cohort Models 121
Copula methods in finance 118
Dependence Calibration and Portfolio Fit with FactorBased Time Changes 116
Guarantees, Leverage, and Taxes 107
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 106
Spouses’ dependence across generations and pricing impact on reversionary annuities 101
Default risk in business groups 98
Cross generational comparison of stochastic mortality of coupled lives 96
A note on stochastic survival probabilities and their calibration 95
Basis risk in static versus dynamic longevity-risk hedging 93
Leverage and value creation in holding subsidiary structures 91
Dependence calibration and portfolio fit with factor-based subordinators 89
Equilibrium price of immediacy and infrequent trade 87
An exact solution to a dynamic portfolio choice problem with transaction costs 86
Non mean reverting affine processes for stochastic mortality 82
A note on the pricing solution to bilateral monopoly and its efficiency 79
A Generalized Normal Mean Variance Mixture for Return Processes in Finance 79
Credit risk and rating assignments with parent-subsidiary links 78
risk-return appraisal of longevity swaps 76
Bank Efficiency and Banking Sector Development: the Case of Italy. 76
Single and joint default in a structural model with purely discontinuous asset prices 75
Calcolo finanziario. Temi di base e temi moderni. 75
A Value at Risk approach to background risk 72
BIVARIATE OPTION PRICING WITH COPULAS 72
Bond pricing through Bargaining 70
Ownership links, leverage and credit risk 70
A decomposition of random net present values 68
Financial synergies and systemic risk in the organization of bank affiliates 68
Fulfillment of Regulatory Requirements on VAR and Optimal Portfolio Policies 67
Copulae as a New Tool in Financial Modelling 66
On the (in)-dependence between financial and actuarial risk 66
Capital structure and inventory management: the temporary sale price problem 65
Calibrating risk-neutral default correlation 65
Calibrating risk-neutral default correlation 65
A note on Loadings and Deductibles: can a vicious circle arise? 64
A new perspective on dynamic portfolio choices 64
A multivariate jump-driven financial asset model 63
Business Time and New Credit Risk Models 63
The organization of bank affiliates: a theoretical perspective on risk and efficiency 61
Calcolo finanziario: temi di base e temi moderni con contenuto digitale 61
null 59
Demographic Risk Transfer with financial risk: is it Worth for Annuity Providers? 58
Copula vulnerability 57
Developing an Annuity Market in Europe 57
Pricing vulnerable options with copulas 57
MATEMATICA PER LA GESTIONE FINANZIARIA 56
Spark spread options when commodity prices are represented as time changed Brownian Motions 56
VaR as a Risk Measure for Multiperiod Static Inventory Models 55
Funzioni di Green per equazioni differenziali ordinarie e applicazioni in Finanza 55
Rovina, assicurazione e scambi di attività finanziarie 55
Stationary Optimal Lenghts for the Plant Renewal Problem 55
Non mean reverting affine processes for stochastic mortality (Measuring mortality risk in pricing life insurance products) 54
Multivariate Time Changes for Lévy Asset Models: characterization and calibration 53
Portfolio Value at Risk Bounds 53
Value at Risk Bounds for Portfolios of non-normal Returns 52
Generalized normal mean variance mixture and subordinated Brownian motion. 52
Sugli effetti dei costi di transazione nelle scelte di portafoglio con orizzonte finito 52
Some Basic Problems in Inventory Theory: the Financial Perspective 51
Copula-based default dependence modelling: where do we stand? 51
Revision of industrial supply conditions and game theory 51
Cycles optimization: the equivalent annuity and the NPV approaches 50
La leva finanziaria multiperiodale 50
Dynamic VaR under optimal and suboptimal portfolio policies 49
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators 49
Institutionally heterogeneous agents in an imitative stock market 48
Demographic Risk Transfer 48
Un modello di affidamento in condizioni di incertezza 48
From volatility smiles to the volatility of volatility 48
Pricing and Hedging credit derivatives with copulas 47
Value at Risk trade-off and capital allocation 45
Swap pricing and hedging of general DCFs 43
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS 43
On optimal insurance arrangements 42
Market making with noise: the case of a specialist financial market with heterogeneous traders 42
Credit risk in pure jump structural models 42
Sulla dinamica dell'allocazione della ricchezza 41
Copulas and dependence models in credit risk: diffusions versus jumps 41
Demographic Risk Transfer: is it Worth for Annuity Providers? 40
Life Insurance Ownership by Italian Households: A Gender-Based Differences Analysis 40
Risk Analysis and Portfolio Modelling 39
Model risk in credit risk 39
Multivariate variance gamma and gaussian dependence: a study with copulas 37
- International Longevity Risk Pooling 35
Single and joint default in a structural model with purely discontinuous assets 30
Mortality risk via affine stochastic intensities: calibration and empirical relevance 26
Adversarial AI in Insurance: Pervasiveness and Resilience 19
Adversarial Artificial Intelligence in Insurance: From an Example to Some Potential Remedies 13
The fluctuations of insurers’ risk appetite 8
Why are BHCs organized as parent-subsidiaries? How do they grow in value? 1
Totale 6.294
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Categoria #
all - tutte 15.326
article - articoli 0
book - libri 0
conference - conferenze 881
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 16.207
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019199 0 0 0 0 0 0 0 0 0 25 138 36
2019/2020945 32 34 80 91 73 131 128 54 111 86 74 51
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
2023/2024577 75 112 44 52 80 101 8 73 3 29 0 0
Totale 6.294