CINECA IRIS Institutional Research Information System

LUCIANO, Elisa
 Distribuzione geografica
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Continente #
NA - Nord America 2.902
EU - Europa 2.573
AS - Asia 748
AF - Africa 8
Continente sconosciuto - Info sul continente non disponibili 4
SA - Sud America 4
OC - Oceania 2
Totale 6.241
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Nazione #
US - Stati Uniti d'America 2.854
IT - Italia 812
CN - Cina 374
UA - Ucraina 359
IE - Irlanda 287
DE - Germania 286
SE - Svezia 197
FI - Finlandia 162
FR - Francia 154
KR - Corea 133
GB - Regno Unito 113
SG - Singapore 90
PL - Polonia 78
VN - Vietnam 73
CA - Canada 42
GR - Grecia 24
BE - Belgio 23
RU - Federazione Russa 19
IR - Iran 16
NL - Olanda 15
RO - Romania 13
IN - India 10
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
AT - Austria 3
BR - Brasile 3
ID - Indonesia 3
AU - Australia 2
BG - Bulgaria 2
KE - Kenya 2
LU - Lussemburgo 2
LV - Lettonia 2
MY - Malesia 2
NG - Nigeria 2
PT - Portogallo 2
AE - Emirati Arabi Uniti 1
AR - Argentina 1
CD - Congo 1
DK - Danimarca 1
IQ - Iraq 1
MA - Marocco 1
PK - Pakistan 1
TN - Tunisia 1
ZA - Sudafrica 1
Totale 6.241
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Città #
Chandler 550
Dublin 286
Jacksonville 279
Beijing 268
Ashburn 208
Fairfield 138
Torino 131
Houston 130
Princeton 101
Milan 93
Medford 87
Ann Arbor 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
Singapore 42
Rome 36
Verona 31
Brussels 20
Lachine 18
Nichelino 18
Toronto 18
Falls Church 15
Philadelphia 15
Boardman 14
Norwalk 14
Trieste 14
Washington 14
Redwood City 13
San Diego 11
Fremont 10
Hefei 10
Kunming 10
Nanchang 10
Nanjing 10
Nice 10
Los Angeles 9
Naples 9
New York 9
Bari 8
Bologna 8
Helsinki 8
Piossasco 8
Targu 8
Bremen 7
Frankfurt am Main 7
Shanghai 7
Düsseldorf 6
Genoa 6
Grafing 6
Hsinchu 6
Jinan 6
Mexico 6
Moncalieri 6
Brescia 5
Citta 5
Grugliasco 5
Guangzhou 5
Hangzhou 5
Savoy 5
Catania 4
Dallas 4
Hamburg 4
Napoli 4
Nürnberg 4
Rubbiano 4
Sesto San Giovanni 4
West Jordan 4
Zhengzhou 4
Bergamo 3
Budapest 3
Cerreto D'esi 3
Changsha 3
Como 3
Florence 3
Grenoble 3
Guiyang 3
Jakarta 3
Lanzhou 3
London 3
Madrid 3
Monza 3
Mountain View 3
Nuremberg 3
Old Bridge 3
Padova 3
Phoenix 3
Ponte Lambro 3
Pordenone 3
San Lucido 3
Udine 3
Totale 3.648
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Nome #
The economics of continuous-time finance 291
ATTIVI E ALLOCAZIONE DI PORTAFOGLIO NEL BUSINESS ASSICURATIVO. Regolamentazione, Management, Produzione e Distribuzione 229
Delta-Gamma hedging of mortality and interest rate risk 146
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk 144
Modelling stochastic mortality for dependent lives 141
Mortality Surface by Means of Continuous Time Cohort Models 123
Copula methods in finance 118
Dependence Calibration and Portfolio Fit with FactorBased Time Changes 116
Guarantees, Leverage, and Taxes 111
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 109
Default risk in business groups 104
Spouses’ dependence across generations and pricing impact on reversionary annuities 103
Cross generational comparison of stochastic mortality of coupled lives 101
A note on stochastic survival probabilities and their calibration 99
Basis risk in static versus dynamic longevity-risk hedging 96
Leverage and value creation in holding subsidiary structures 91
Dependence calibration and portfolio fit with factor-based subordinators 91
An exact solution to a dynamic portfolio choice problem with transaction costs 88
Equilibrium price of immediacy and infrequent trade 88
Non mean reverting affine processes for stochastic mortality 85
Credit risk and rating assignments with parent-subsidiary links 81
A Generalized Normal Mean Variance Mixture for Return Processes in Finance 81
A note on the pricing solution to bilateral monopoly and its efficiency 80
Bank Efficiency and Banking Sector Development: the Case of Italy. 77
Single and joint default in a structural model with purely discontinuous asset prices 77
risk-return appraisal of longevity swaps 76
A Value at Risk approach to background risk 75
Calcolo finanziario. Temi di base e temi moderni. 75
BIVARIATE OPTION PRICING WITH COPULAS 74
Bond pricing through Bargaining 71
Ownership links, leverage and credit risk 71
Financial synergies and systemic risk in the organization of bank affiliates 71
A decomposition of random net present values 69
On the (in)-dependence between financial and actuarial risk 68
Fulfillment of Regulatory Requirements on VAR and Optimal Portfolio Policies 68
Copulae as a New Tool in Financial Modelling 67
Capital structure and inventory management: the temporary sale price problem 66
Calibrating risk-neutral default correlation 66
Calibrating risk-neutral default correlation 66
A note on Loadings and Deductibles: can a vicious circle arise? 65
A new perspective on dynamic portfolio choices 65
A multivariate jump-driven financial asset model 64
Business Time and New Credit Risk Models 64
The organization of bank affiliates: a theoretical perspective on risk and efficiency 62
Calcolo finanziario: temi di base e temi moderni con contenuto digitale 62
null 59
Copula vulnerability 58
Developing an Annuity Market in Europe 58
Spark spread options when commodity prices are represented as time changed Brownian Motions 58
Demographic Risk Transfer with financial risk: is it Worth for Annuity Providers? 58
Pricing vulnerable options with copulas 58
MATEMATICA PER LA GESTIONE FINANZIARIA 57
VaR as a Risk Measure for Multiperiod Static Inventory Models 56
Funzioni di Green per equazioni differenziali ordinarie e applicazioni in Finanza 56
Rovina, assicurazione e scambi di attività finanziarie 56
Stationary Optimal Lenghts for the Plant Renewal Problem 56
Non mean reverting affine processes for stochastic mortality (Measuring mortality risk in pricing life insurance products) 56
Multivariate Time Changes for Lévy Asset Models: characterization and calibration 54
Portfolio Value at Risk Bounds 54
Some Basic Problems in Inventory Theory: the Financial Perspective 53
Value at Risk Bounds for Portfolios of non-normal Returns 53
Generalized normal mean variance mixture and subordinated Brownian motion. 53
Copula-based default dependence modelling: where do we stand? 52
Sugli effetti dei costi di transazione nelle scelte di portafoglio con orizzonte finito 52
Dynamic VaR under optimal and suboptimal portfolio policies 51
Cycles optimization: the equivalent annuity and the NPV approaches 51
La leva finanziaria multiperiodale 51
Revision of industrial supply conditions and game theory 51
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators 50
Institutionally heterogeneous agents in an imitative stock market 49
Demographic Risk Transfer 49
Un modello di affidamento in condizioni di incertezza 49
From volatility smiles to the volatility of volatility 49
Pricing and Hedging credit derivatives with copulas 47
Value at Risk trade-off and capital allocation 46
Credit risk in pure jump structural models 44
Swap pricing and hedging of general DCFs 44
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS 44
On optimal insurance arrangements 43
Market making with noise: the case of a specialist financial market with heterogeneous traders 43
Sulla dinamica dell'allocazione della ricchezza 42
Copulas and dependence models in credit risk: diffusions versus jumps 42
Demographic Risk Transfer: is it Worth for Annuity Providers? 41
Life Insurance Ownership by Italian Households: A Gender-Based Differences Analysis 40
Model risk in credit risk 40
Risk Analysis and Portfolio Modelling 39
Multivariate variance gamma and gaussian dependence: a study with copulas 38
- International Longevity Risk Pooling 36
Mortality risk via affine stochastic intensities: calibration and empirical relevance 32
Single and joint default in a structural model with purely discontinuous assets 31
Adversarial AI in Insurance: Pervasiveness and Resilience 19
Adversarial Artificial Intelligence in Insurance: From an Example to Some Potential Remedies 14
The fluctuations of insurers’ risk appetite 9
Why are BHCs organized as parent-subsidiaries? How do they grow in value? 2
Totale 6.478
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Categoria #
all - tutte 16.958
article - articoli 0
book - libri 0
conference - conferenze 975
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 17.933
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
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
2023/2024744 75 112 44 52 80 101 8 73 3 52 68 76
2024/202517 17 0 0 0 0 0 0 0 0 0 0 0
Totale 6.478