Gabriele Stabile

Pubblicazioni

Titolo	Pubblicato in	Anno
Newsvendor problem with discrete demand and constrained first moment under ambiguity	DECISIONS IN ECONOMICS AND FINANCE	2024
The Market Value of Optimal Annuitization and Bequest Motives	Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2024	2024
Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions	INTERNATIONAL JOURNAL OF APPROXIMATE REASONING	2023
An analytical study of participating policies with minimum rate guarantee and surrender option	FINANCE AND STOCHASTICS	2022
Addressing Ambiguity in Randomized Reinsurance Contracts Using Belief Functions	Belief Functions: Theory and Applications	2022
Sub-optimal investment for insurers	COMMUNICATIONS IN STATISTICS. THEORY AND METHODS	2020
On the free boundary of an annuity purchase	FINANCE AND STOCHASTICS	2019
On Lipschitz continuous optimal stopping boundaries	SIAM JOURNAL ON CONTROL AND OPTIMIZATION	2019
Optimal annuitization and bequest motives		2019
Tax compliance with uncertain income: a stochastic control model	ANNALS OF OPERATIONS RESEARCH	2018
Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs	EUROPEAN JOURNAL OF OPERATIONAL RESEARCH	2015
Underperformance fees and manager’s portfolio risk taking	INTERNATIONAL JOURNAL OF FINANCIAL RESEARCH	2015