statistiche per LUCIANO, Elisa

Distribuzione geografica

Continente	#
EU - Europa	1814
NA - Nord America	1360
AS - Asia	619
Continente sconosciuto - Info sul continente non disponibili	4
AF - Africa	3
OC - Oceania	1
SA - Sud America	1
Totale	3802

Salva come PNG Salva come JPEG

Nazione	#
US - Stati Uniti d'America	1317
IT - Italia	503
CN - Cina	365
UA - Ucraina	359
DE - Germania	269
FI - Finlandia	153
SE - Svezia	134
KR - Corea	131
FR - Francia	124
GB - Regno Unito	106
PL - Polonia	77
VN - Vietnam	73
CA - Canada	37
GR - Grecia	24
RU - Federazione Russa	18
IR - Iran	15
NL - Olanda	14
RO - Romania	12
SA - Arabia Saudita	8
MX - Messico	6
CH - Svizzera	5
HK - Hong Kong	5
HU - Ungheria	5
MO - Macao, regione amministrativa speciale della Cina	5
EU - Europa	4
IN - India	4
JP - Giappone	4
NO - Norvegia	4
BE - Belgio	2
LV - Lettonia	2
MY - Malesia	2
PH - Filippine	2
AE - Emirati Arabi Uniti	1
AR - Argentina	1
AU - Australia	1
DK - Danimarca	1
IE - Irlanda	1
LU - Lussemburgo	1
MA - Marocco	1
PK - Pakistan	1
SG - Singapore	1
TN - Tunisia	1
TR - Turchia	1
TW - Taiwan	1
ZA - Sudafrica	1
Totale	3802

Salva come PNG Salva come JPEG

Città	#
Jacksonville	279
Beijing	267
Fairfield	137
Torino	132
Houston	129
Ann Arbor	83
Warsaw	74
Wilmington	73
Ashburn	68
Villeurbanne	66
Milan	60
Dearborn	56
Pisa	52
Woodbridge	51
Dong Ket	47
Seattle	45
Cambridge	43
Verona	27
Lachine	18
Redwood City	13
Toronto	13
San Diego	11
Hefei	10
Kunming	10
Nanchang	10
Nanjing	10
Piossasco	8
Targu	8
Bremen	7
Fremont	7
Rome	7
Düsseldorf	6
Grafing	6
Jinan	6
Mexico	6
Shanghai	6
Guangzhou	5
Hangzhou	5
Norwalk	5
Dallas	4
Falls Church	4
Napoli	4
Nürnberg	4
Rubbiano	4
Zhengzhou	4
Budapest	3
Catania	3
Cerreto D'esi	3
Changsha	3
Guiyang	3
Lanzhou	3
New York	3
Old Bridge	3
Phoenix	3
Ponte Lambro	3
Andover	2
Bangalore	2
Borgo San Dalmazzo	2
Broni	2
Carignano	2
Carrara	2
Chengdu	2
Crotone	2
Dorking	2
Follonica	2
Gdansk	2
Hebei	2
Imperia	2
Karlsruhe	2
Leinì	2
Manchester	2
Marcianise	2
Montréal	2
Mountain View	2
Muenster	2
North York	2
Palazzo Canavese	2
Pozzuolo	2
San Mateo	2
Seoul	2
Shenyang	2
Stavanger	2
Sèvres	2
Tilburg	2
University Park	2
Vigevano	2
Wolmirstedt	2
Abbiategrasso	1
Augsburg	1
Azzano Decimo	1
Berlin	1
Bielefeld	1
Binasco	1
Bologna	1
Brooklyn	1
Bucharest	1
Castelletto	1
Catanzaro	1
Central District	1
Changchun	1
Totale	1997

Salva come PNG Salva come JPEG

Nome	#
The economics of continuous-time finance	187
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk	118
Delta-Gamma hedging of mortality and interest rate risk	112
Modelling stochastic mortality for dependent lives	106
Copula methods in finance	100
Mortality Surface by Means of Continuous Time Cohort Models	99
Dependence Calibration and Portfolio Fit with FactorBased Time Changes	97
Spouses’ dependence across generations and pricing impact on reversionary annuities	88
Guarantees, Leverage, and Taxes	86
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk	84
Equilibrium price of immediacy and infrequent trade	76
Leverage and value creation in holding subsidiary structures	75
Cross generational comparison of stochastic mortality of coupled lives	73
Default risk in business groups	70
Dependence calibration and portfolio fit with factor-based subordinators	65
A note on stochastic survival probabilities and their calibration	60
Basis risk in static versus dynamic longevity-risk hedging	57
null	56
risk-return appraisal of longevity swaps	55
An exact solution to a dynamic portfolio choice problem with transaction costs	51
A note on the pricing solution to bilateral monopoly and its efficiency	50
Ownership links, leverage and credit risk	49
BIVARIATE OPTION PRICING WITH COPULAS	48
Copula vulnerability	48
Copulae as a New Tool in Financial Modelling	47
Capital structure and inventory management: the temporary sale price problem	46
Financial synergies and systemic risk in the organization of bank affiliates	46
Non mean reverting affine processes for stochastic mortality	46
Credit risk and rating assignments with parent-subsidiary links	46
The organization of bank affiliates: a theoretical perspective on risk and efficiency	45
Fulfillment of Regulatory Requirements on VAR and Optimal Portfolio Policies	45
Single and joint default in a structural model with purely discontinuous asset prices	44
A Value at Risk approach to background risk	43
A note on Loadings and Deductibles: can a vicious circle arise?	41
Portfolio Value at Risk Bounds	41
MATEMATICA PER LA GESTIONE FINANZIARIA	41
Bank Efficiency and Banking Sector Development: the Case of Italy.	41
A multivariate jump-driven financial asset model	40
A decomposition of random net present values	40
Bond pricing through Bargaining	40
Calibrating risk-neutral default correlation	40
A Generalized Normal Mean Variance Mixture for Return Processes in Finance	40
Calcolo finanziario. Temi di base e temi moderni.	39
Calibrating risk-neutral default correlation	39
Revision of industrial supply conditions and game theory	38
Value at Risk Bounds for Portfolios of non-normal Returns	37
La leva finanziaria multiperiodale	36
Stationary Optimal Lenghts for the Plant Renewal Problem	36
Some Basic Problems in Inventory Theory: the Financial Perspective	36
On the (in)-dependence between financial and actuarial risk	35
Rovina, assicurazione e scambi di attività finanziarie	35
Value at Risk trade-off and capital allocation	35
Pricing vulnerable options with copulas	35
Funzioni di Green per equazioni differenziali ordinarie e applicazioni in Finanza	34
A new perspective on dynamic portfolio choices	34
Sugli effetti dei costi di transazione nelle scelte di portafoglio con orizzonte finito	34
Cycles optimization: the equivalent annuity and the NPV approaches	33
Un modello di affidamento in condizioni di incertezza	33
Dynamic VaR under optimal and suboptimal portfolio policies	33
VaR as a Risk Measure for Multiperiod Static Inventory Models	33
Spark spread options when commodity prices are represented as time changed Brownian Motions	33
Business Time and New Credit Risk Models	32
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators	32
Sulla dinamica dell'allocazione della ricchezza	31
Institutionally heterogeneous agents in an imitative stock market	31
Generalized normal mean variance mixture and subordinated Brownian motion.	31
Developing an Annuity Market in Europe	30
Multivariate Time Changes for Lévy Asset Models: characterization and calibration	30
On optimal insurance arrangements	29
Swap pricing and hedging of general DCFs	28
Market making with noise: the case of a specialist financial market with heterogeneous traders	28
Calcolo finanziario: temi di base e temi moderni con contenuto digitale	27
Non mean reverting affine processes for stochastic mortality (Measuring mortality risk in pricing life insurance products)	27
Demographic Risk Transfer	26
Pricing and Hedging credit derivatives with copulas	26
Risk Analysis and Portfolio Modelling	26
Credit risk in pure jump structural models	26
Copula-based default dependence modelling: where do we stand?	25
Demographic Risk Transfer: is it Worth for Annuity Providers?	24
Copulas and dependence models in credit risk: diffusions versus jumps	24
Demographic Risk Transfer with financial risk: is it Worth for Annuity Providers?	21
Single and joint default in a structural model with purely discontinuous assets	20
Multivariate variance gamma and gaussian dependence: a study with copulas	19
From volatility smiles to the volatility of volatility	18
Life Insurance Ownership by Italian Households: A Gender-Based Differences Analysis	18
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS	18
Model risk in credit risk	16
- International Longevity Risk Pooling	11
the economics of continuous time finance	8
Totale	4032

Salva come PNG Salva come JPEG

Categoria	#
all - tutte	4032
article - articoli	0
book - libri	0
conference - conferenze	166
curatela - curatele	0
other - altro	0
patent - brevetti	0
selected - selezionate	0
volume - volumi	0
Totale	4198

Salva come PNG Salva come JPEG

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2016/2017	180	0	0	0	0	0	0	0	0	0	0	161	19
2017/2018	670	5	58	7	7	4	11	4	206	253	98	4	13
2018/2019	442	3	7	30	7	11	83	11	58	33	25	138	36
2019/2020	945	32	34	80	91	73	131	128	54	111	86	74	51
2020/2021	807	77	12	102	27	69	28	95	13	118	99	72	95
2021/2022	609	18	19	27	81	41	33	78	86	29	45	152	0
Totale													4032

CINECA IRIS Institutional Research Information System

statistiche per LUCIANO, Elisa