The following pages link to Rosella Giacometti (Q224433):
Displaying 30 items.
- (Q506087) (redirect page) (← links)
- Intensity-based framework for surrender modeling in life insurance (Q506089) (← links)
- (Q589018) (redirect page) (← links)
- (Q639212) (redirect page) (← links)
- A stochastic model for mortality rate on italian data (Q639215) (← links)
- On pricing of credit spread options (Q704058) (← links)
- Joint tails impact in stochastic volatility portfolio selection models (Q827150) (← links)
- A nonparametric model for analysis of the EURO bond market (Q951348) (← links)
- On optimal design of treasury bonds (Q1284835) (← links)
- Bond portfolio management with repo contracts: the Italian case (Q1593558) (← links)
- Robust and sparse banking network estimation (Q1754723) (← links)
- Structural credit risk models with subordinated processes (Q1789762) (← links)
- Risk factor analysis and portfolio immunization in the corporate bond market (Q1887923) (← links)
- Credit default swaps: implied ratings versus official ones (Q1936658) (← links)
- Financial contagion in banking networks with community structure (Q2108669) (← links)
- Network tail risk estimation in the European banking system (Q2246610) (← links)
- Calibrating affine stochastic mortality models using term assurance premiums (Q2276259) (← links)
- Sparse precision matrices for minimum variance portfolios (Q2320464) (← links)
- Market implied volatilities for defaultable bonds (Q2327695) (← links)
- A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates (Q2427810) (← links)
- A stochastic optimization model for gas retail with temperature scenarios and oil price parameters (Q3557591) (← links)
- Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming (Q4613819) (← links)
- Estimating the probability of multiple EU sovereign defaults using CDS and bond data (Q4682994) (← links)
- Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
- Bayesian estimation of truncated data with applications to operational risk measurement (Q5245354) (← links)
- (Q5324636) (← links)
- A Three-Factor Model for Mortality Modeling (Q5379143) (← links)
- Stable distributions in the Black–Litterman approach to asset allocation (Q5423194) (← links)
- Performance of a hedged stochastic portfolio model in the presence of extreme events (Q5953182) (← links)
- Penalized enhanced portfolio replication with asymmetric deviation measures (Q6596967) (← links)
