Pubblicazioni

Risk Sharing Rule and Safety Loading in a Peer to Peer Cooperative Insurance Model

2024 - DECISIONS IN ECONOMICS AND FINANCE
Paolo Clemente, Gian; Levantesi, Susanna; Piscopo, Gabriella

Newsvendor problem with discrete demand and constrained first moment under ambiguity

2024 - DECISIONS IN ECONOMICS AND FINANCE
Cinfrignini, Andrea; Petturiti, Davide; Stabile, Gabriele

Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods

2023 - DECISIONS IN ECONOMICS AND FINANCE
Martire, ANTONIO LUCIANO; Russo, Emilio; Staino, Alessandro

Construction of voting situations concordant with ranking patterns

2023 - DECISIONS IN ECONOMICS AND FINANCE
DE SANTIS, Emilio; Spizzichino, Fabio

A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders

2022 - DECISIONS IN ECONOMICS AND FINANCE
De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio L.; Russo, Emilio

Betting on bitcoin: a profitable trading between directional and shielding strategies

2021 - DECISIONS IN ECONOMICS AND FINANCE
De Angelis, Paolo; De Marchis, R; Marino, Mario; Martire, Antonio Luciano; Oliva, Immacolata

Fundamental ratios as predictors of ESG scores: a machine learning approach

2021 - DECISIONS IN ECONOMICS AND FINANCE
D'Amato, V.; D'Ecclesia, R.; Levantesi, S.

Responsible investments reduce market risks

2021 - DECISIONS IN ECONOMICS AND FINANCE
Morelli, G.; D'Ecclesia, R.

An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour

2020 - DECISIONS IN ECONOMICS AND FINANCE
Baione, F.; Biancalana, D.; De Angelis, P.

Longevity risk and economic growth in sub-populations: evidence from Italy

2020 - DECISIONS IN ECONOMICS AND FINANCE
Bozzo, G.; Levantesi, S.; Menzietti, M.

A special issue on the mathematics of subjective probability

2020 - DECISIONS IN ECONOMICS AND FINANCE
Cassese, Gianluca; Rigo, Pietro; Vantaggi, Barbara

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