In caso di modifiche a Pure, queste saranno visibili qui a breve.

Risultato della ricerca 2004 2018

Filter
Chapter
2014

A MULTISTAGE DECISION MODEL FOR THE OPTIMAL ISSUANCE OF SOVEREIGN DEBT UNDER ESA95

Piraino, S., Pecorella, A. & Consiglio, A., 2014, Annali della Facoltà di Economia. pag. 91-115 25 pag.

Risultato della ricerca: Chapter

Debt
Decision model
Sovereign debt
Costs
Cost function
2011

Pricing Reinsurance Contracts

Consiglio, A., 2011, Stochastic Optimization Methods in Finance and Energy. pag. 125-139 15 pag. (INTERNATIONAL SERIES IN OPERATIONS RESEARCH & MANAGEMENT SCIENCE).

Risultato della ricerca: Chapter

Reinsurance
Insurance
Pricing
Conditional Value at Risk
Costs
2009

Asset Return Dynamics under Alternative Learning Schemes

Lacagnina, V., Consiglio, A., Russino, A. & Catanese, E., 2009, Artificial Economics: The generative Method in Economics. pag. 211-222 268 pag. (LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS).

Risultato della ricerca: Chapter

Asset returns
Joint distribution
Long-range dependence
Stylized facts
Fat tails
2007

The PROMETEIA Model for Managing Insurance Policies with Guarantees

Consiglio, A., 2007, Handbook of Asset and Liability Management, 2. Applications and Case Studies. pag. 664-705 42 pag.

Risultato della ricerca: Chapter

2006

The Dynamics of Quote Prices in an Artificial Financial Market with Learning Effects

Consiglio, A., Lacagnina, V., Russino, A., Lacagnina, V., Consiglio, A. & Russino, A., 2006, Advances in Artificial Economics. pag. 63-75 13 pag. (LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS).

Risultato della ricerca: Chapter

Learning Effect
Financial Markets
Choose
Optimal Portfolio
Copula