Top-level heading

Sapienza Università di Roma
Dipartimento di Metodi e Modelli
per l'Economia, il Territorio e la Finanza – MEMOTEF
Sapienza Università di Roma
|
Dipartimento di Metodi e Modelli per l'Economia, il Territorio e la Finanza – MEMOTEF

Mathematical methods of economics, finance and actuarial sciences (STAT-04/A)

Scientific Disciplinary Sector: Mathematical methods of economics, finance and actuarial sciences
(Pubblication from the year 2020)
 

Andreucci D., Bersani A. M., Bersani E., Caressa P., Dumett M., Leon Trujillo F. J., Marconi S., Rubio O., Zarate-Pedrera Y. E.
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Some numerical results on chemotactic phenomena in stem cell therapy for cardiac regeneration / Andreucci, D.; Bersani, A. M.; Bersani, E.; Caressa, P.; Dumett, M.; Leon Trujillo, F. J.; Marconi, S.; Rubio, O.; Zarate-Pedrera, Y. E.. - In: MATHEMATICS. - ISSN 2227-7390. - 12:(2024). [10.3390/math12131937]
Publisher: MDPI
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1716996
Year: 2024

 

Bruno Maria Giuseppina, Semerari Luca, Scarpitti Maria Rita
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
CDO su misura: la nuova era delle cartolarizzazioni / Bruno, Maria Giuseppina; Semerari, Luca; Scarpitti, Maria Rita. - In: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA ..... - ISSN 2385-0825. - (2024). [10.13133/2611-6634/1596]
Publisher: Sapienza Università Editrice
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1717641
Year: 2024

 

Ceci Claudia, Colaneri Katia
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Portfolio and reinsurance optimization under unknown market price of risk / Ceci, Claudia; Colaneri, Katia. - In: QUANTITATIVE FINANCE. - ISSN 1469-7688. - (2024). [10.1080/14697688.2024.2384392]
Publisher: RoutLedge Taylor&Francis
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1717673
Year: 2024

 

Cinfrignini Andrea, Petturiti Davide, Stabile Gabriele
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Newsvendor problem with discrete demand and constrained first moment under ambiguity / Cinfrignini, Andrea; Petturiti, Davide; Stabile, Gabriele. - In: DECISIONS IN ECONOMICS AND FINANCE. - ISSN 1593-8883. - (2024). [10.1007/s10203-024-00477-7]
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1718310
Year: 2024

 

Cinfrignini Andrea, Petturiti Davide, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Market consistent bid-ask option pricing under Dempster-Shafer uncertainty / Cinfrignini, A.; Petturiti, D.; Vantaggi, B.. - In: QUANTITATIVE FINANCE. - ISSN 1469-7688. - (2024). [10.1080/14697688.2024.2353318]
Publisher: RoutLedge 
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1720378
Year: 2024

 

Buttarazzi Matteo, Stabile Gabriele
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
The Market Value of Optimal Annuitization and Bequest Motives / Buttarazzi, Matteo; Stabile, Gabriele. - (2024), pp. 67-73. (Intervento presentato al convegno Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2024 tenutosi a Le Havre, Francia) [10.1007/978-3-031-64273-9_12].
Publisher: Springer
Typology: 04b Atto di convegno in volume
IRIS CARD: https://hdl.handle.net/11573/1720105
Year: 2024

 

Palestini Arsen, Recchi Simone
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Qualitative Properties of the Solutions to the Lane–Emden Equation in the Cylindrical Setup / Palestini, Arsen; Recchi, Simone.. - In: MATHEMATICS. - ISSN 2227-7390. - 12:4(2024). [10.3390/math12040542]
Publisher: MDPI
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1721255
Year: 2024

 

Oliva Immacolata, Stefani Ilaria
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Robustness meets co-jumps: optimal consumption and portfolio choice with derivatives / Oliva, Immacolata; Stefani, Ilaria. - In: QUANTITATIVE FINANCE. - ISSN 1469-7688. - (2024). [10.1080/14697688.2024.2410862]
Publisher: RoutLedge Taylor&Francis
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1724615
Year: 2024

 

Cesarone Francesco, Luis Martino Manuel, Ricca Federica, Scozzari Andrea
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Managing ESG Ratings Disagreement in Sustainable Portfolio Selection / Cesarone, Francesco; Luis Martino, Manuel; Ricca, Federica; Scozzari, Andrea. - In: COMPUTERS & OPERATIONS RESEARCH. - ISSN 0305-0548. - 170:(2024). [10.1016/j.cor.2024.106766]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1714614
Year: 2024

 

Bianchi S., Bruni V., Frezza M., Marconi S., Pianese A., Vantaggi B., Vitulano D.
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
An information theory approach to stock market liquidity / Bianchi, S; Bruni, V; Frezza, M; Marconi, S; Pianese, A; Vantaggi, B; Vitulano, D. - In: CHAOS. - ISSN 1054-1500. - 34:6(2024). [10.1063/5.0213429]
Publisher: AIP
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1711608
Year: 2024

 

Oliva, I., Ventura M.
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Who can benefit from multi-license oil concessionaires valuation? / Oliva, I.; Ventura, M.. - In: ENERGY ECONOMICS. - ISSN 0140-9883. - 135:2024(2024), pp. 1-10. [10.1016/j.eneco.2024.107640]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1713414
Year: 2024

 

Bufalo M., Ceci C., Orlandi G.
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Addressing the financial impact of natural disasters in the era of climate change / Bufalo, M.; Ceci, C.; Orlando, G.. - In: THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE. - ISSN 1062-9408. - 73:(2024).
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1707922
Year: 2024

 

Maggistro Rosario, Marino Mario, Martire Antonio
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A dynamic game approach for optimal consumption, investment and life insurance problem / Maggistro, Rosario; Marino, Mario; Martire, Antonio. - In: ANNALS OF OPERATIONS RESEARCH. - ISSN 0254-5330. - (2024). [10.1007/s10479-024-05847-3]
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1704352
Year: 2024

 

Petturiti Davide, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model / Petturiti, Davide; Vantaggi, Barbara. - In: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. - ISSN 0377-2217. - 314:(2024), pp. 1029-1039. [10.1016/j.ejor.2023.11.011]
Publisher: 0
Typology: 0
IRIS CARD: https://hdl.handle.net/11573/1691852
Year: 2024

 

Ceci Claudia, Bufalo Michele, Orlando Giuseppe
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Modelling the industrial production of electric and gas utilities through a stochastic the CIR3 model / Ceci, Claudia; Bufalo, Michele; Orlando, Giuseppe. - In: MATHEMATICS AND FINANCIAL ECONOMICS. - ISSN 1862-9679. - (2024). [10.1007/s11579-023-00350-y]
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1660635
Year: 2024

 

Marsala Christophe, Petturiti Davide, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Adding Semantics to Fuzzy Similarity Measures Through the d-Choquet Integral / Marsala, Christophe; Petturiti, Davide; Vantaggi, Barbara. - (2024), pp. 386-399. - LECTURE NOTES IN COMPUTER SCIENCE. [10.1007/978-3-031-45608-4_29].
Book title: Lecture Notes in Computer Science 
Publisher: Springer 
Typology: 02a Capitolo o Articolo
IRIS CARD: https://hdl.handle.net/11573/1692350
Year: 2024

 

Brachetta Matteo, Callegaro Giorgia, Ceci Claudia, Sgarra Carlo
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Optimal reinsurance via BSDEs in a partially observable model with jump clusters / Brachetta, Matteo; Callegaro, Giorgia; Ceci, Claudia; Sgarra, Carlo. - In: FINANCE AND STOCHASTICS. - ISSN 0949-2984. - (2023). [10.1007/s00780-023-00523-z]
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1692047
Year: 2024

 

Leoncini Bartoli Antonella, Scarpitti Maria Rita
FRAN-01/B; STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: L-LIN/04; SECS-S/06)
Communiqués de presse axa en français et en italien: quelques stratégies argumentatives du discours spécialisé et du discours promotionnel / LEONCINI BARTOLI, Antonella; Scarpitti, Maria Rita. - In: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... - ISSN 2611-6634. - (2023). [10.13133/2611-6634/1549]
Publisher: Sapienza Università Editrice
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1700800
Year: 2023

 

Bruno Maria Giuseppina, Colombaroni Chiara, Falaguasta Carolina, Fusco, Gaetano, Patri Stefano, Scarpitti Maria Rita
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Pay as you drive insurance e crono-urbanismo:il tempo come variabile strategica / Bruno, Maria Giuseppina; Colombaroni, Chiara; Falaguasta, Carolina; Fusco, Gaetano; Patri, Stefano; Scarpitti, Maria Rita. - In: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA ..... - ISSN 2385-0825. - (2023). [10.13133/2611-6634/1537]
Publisher: Sapienza Università Editrice
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1700814
Year: 2023

 

Petturiti Davide, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
No-Arbitrage Pricing with-DS Mixtures in a Market with Bid-Ask Spreads / Petturiti, Davide; Vantaggi, Barbara. - 215:(2023), pp. 401-411. (Intervento presentato al convegno ISIPTA 2023 tenutosi a Oviedo).
Book title: Proceedings of Machine Learning Research 
Publisher: MLResearch press
Typology: 04 Pubblicazione in atti di convegno::04b Atto di convegno in volume
IRIS CARD: https://hdl.handle.net/11573/1698038
Year: 2023

 

Bruni V., Vitulano D., Marconi S.
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A supervised approach for the detection of AM-FM signals’ interference regions in spectrogram images / Bruni, V.; Vitulano, D.; Marconi, S.. - In: IMAGE AND VISION COMPUTING. - ISSN 0262-8856. - 138:(2023). [10.1016/j.imavis.2023.104812]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1689788
Year: 2023

 

Petturiti Davide, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model / Petturiti, Davide; Vantaggi, Barbara. - In: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. - ISSN 0377-2217. - (2023). [10.1016/j.ejor.2023.11.011]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1691852
Year: 2023

 

Ricca Federica, Scozzari Andrea
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Portfolio optimization through a network approach: Network assortative mixing and portfolio diversification / Ricca, Federica; Scozzari, Andrea. - In: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. - ISSN 0377-2217. - 312:(2023), pp. 700-717. [10.1016/j.ejor.2023.07.010]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1688719
Year: 2023

 

Bianchi Sergio, Angelini Daniele, Pianese Augusto, Frezza Massimiliano
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Rough volatility via the Lamperti transform / Bianchi, Sergio; Angelini, Daniele; Pianese, Augusto; Frezza, Massimiliano. - In: COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION. - ISSN 1878-7274. - 127(2023). [10.1016/j.cnsns.2023.107582]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1689682
Year: 2023

 

Petturiti Davide, Stabile Gabriele, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions / Petturiti, Davide; Stabile, Gabriele; Vantaggi, Barbara. - In: INTERNATIONAL JOURNAL OF APPROXIMATE REASONING. - ISSN 0888-613X. - 161:(2023). [10.1016/j.ijar.2023.108986]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1686643
Year: 2023

 

Di Persio Luca, Mancinelli D., Oliva Immacolata, Wallbaum K.
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Time‐invariant portfolio strategies in structured products with guaranteed minimum equity exposure / Di Persio, Luca; Mancinelli, D.; Oliva, Immacolata; Wallbaum, K.. - In: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY. - ISSN 1524-1904. - (2023). [10.1002/asmb.2805]
Publisher: Wiley
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1685769
Year: 2023

 

Cinfrignini Andrea, Petturiti Davide, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Dynamic bid–ask pricing under Dempster-Shafer uncertainty / Cinfrignini, A.; Petturiti, D.; Vantaggi, B.. - In: JOURNAL OF MATHEMATICAL ECONOMICS. - ISSN 0304-4068. - 107:(2023). [10.1016/j.jmateco.2023.102871]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1685779
Year: 2023

 

Coletti Giulianella, Petturiti Davide, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Consequences of the minimum specificity principle on conditioning and on independence in possibility theory / Coletti, Giulianella; Petturiti, Davide; Vantaggi, Barbara. - In: INTERNATIONAL JOURNAL OF APPROXIMATE REASONING. - ISSN 0888-613X. - 160:(2023). [10.1016/j.ijar.2023.108972]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1684959
Year: 2023

 

Mancinelli Daniele, Oliva Immacolata
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies / Mancinelli, Daniele; Oliva, Immacolata. - In: RISKS. - ISSN 2227-9091. - 11:6(2023). [10.3390/risks11060105]
Publisher: MDPI
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1681927
Year: 2023

 

Angelini Daniele, Bianchi Sergio
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model / Angelini, Daniele; Bianchi, Sergio. - In: CHAOS, SOLITONS & FRACTALS. - ISSN 1873-2887. - 172(2023).
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1680387
Year: 2023

 

Annicchiarico B., Di Dio F., Patri S.
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Optimal correction of the public debt and measures of fiscal soundness / Annicchiarico, B.; Di Dio, F.; Patri, S.. - In: METROECONOMICA. - ISSN 1467-999X. - 74:1(2023), pp. 138-162. [10.1111/meca.12405]
Publisher: Wiley
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1670947
Year: 2023

 

Martire Antonio Luciano, Russo Emilio, Staino Alessandro
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods / Martire, ANTONIO LUCIANO; Russo, Emilio; Staino, Alessandro. - In: DECISIONS IN ECONOMICS AND FINANCE. - ISSN 1593-8883. - (2023). [10.1007/s10203-022-00383-w]
Publisher: Springer 
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1677258
Year: 2023

 

Veliu Denis, De Marchis Roberto, Marino Mario, Martire Antonio Luciano
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
An Alternative Numerical Scheme to Approximate the Early Exercise Boundary of American Options / Veliu, Denis; DE MARCHIS, Roberto; Marino, Mario; Martire, ANTONIO LUCIANO. - In: MATHEMATICS. - ISSN 2227-7390. - 11:187(2023). [10.3390/math11010187]
Publisher: 0
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1677259
Year: 2023

 

Oliva Immacolata, Stefani Ilaria
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Co-jumps and recursive preferences in portfolio choices / Oliva, Immacolata; Stefani, Ilaria. - In: ANNALS OF FINANCE. - ISSN 1614-2446. - (2023). [10.1007/s10436-023-00425-2]
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1669752
Year: 2023

 

Cinfrignini Andrea, Petturiti Davide, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting / Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara. - In: ANNALS OF OPERATIONS RESEARCH. - ISSN 0254-5330. - (2022). [10.1007/s10479-022-05126-z]
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1666261
Year: 2023

 

Petturiti Davide, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
How to Assess Coherent Beliefs: A Comparison of Different Notions of Coherence in Dempster-Shafer Theory of Evidence / Petturiti, Davide; Vantaggi, Barbara. - (2022), pp. 161-185. [10.1007/978-3-031-15436-2_8].
Book title: Reflections on the Foundations of Probability and Statistics, Theory and Decision Library A: 54
Publisher: Springer Nature Switzerland
Typology: 02a Capitolo o Articolo
IRIS CARD: https://hdl.handle.net/11573/1684997
Year: 2022

 

Dragone Davide, Lambertini Luca, Palestini Arsen
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Emission taxation, green innovations and inverted-U aggregate R&D efforts in a linear state differential game / Dragone, Davide; Lambertini, Luca; Palestini, Arsen. - In: RESEARCH IN ECONOMICS. - ISSN 1090-9443. - (2022), pp. 62-68. [10.1016/j.rie.2021.11.001]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1675513
Year: 2022

 

Palestini Arsen
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Preface to the special issue “Mathematical Modeling with Differential Equations in Physics, Chemistry, Biology, and Economics” / Palestini, Arsen. - In: MATHEMATICS. - ISSN 2227-7390. - 10:10(2022). [10.3390/math10101633]
Publisher: MDPI
Typology: 01m Editorial/Introduzione in rivista
IRIS CARD: https://hdl.handle.net/11573/1675491
Year: 2022

 

Calvetti D., Pascarella A., Pitolli F., Somersalo E., Vantaggi B.
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
The IAS-MEEG Package: A Flexible Inverse Source Reconstruction Platform for Reconstruction and Visualization of Brain Activity from M/EEG Data 
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1674259
Year: 2022

 

Cinfrignini Andrea, Petturiti Davide, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Markov and Time-Homogeneity Properties in Dempster-Shafer Random Walks / Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara. - (2022), pp. 784-797. - COMMUNICATIONS IN COMPUTER AND INFORMATION SCIENCE. [10.1007/978-3-031-08971-8_63].
Publisher: Springer
Typology: 02a Capitolo o Articolo
IRIS CARD: https://hdl.handle.net/11573/1650092
Year: 2022

 

Oliva Immacolata, Martire Antonio Luciano
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A numerical method for multidimensional Volterra integral equations / Oliva, Immacolata; Luciano Martire, Antonio. - In: APPLIED MATHEMATICAL SCIENCES. - ISSN 1314-7552. - 16:12(2022), pp. 709-717. [10.12988/ams.2022.917306]
Publisher: Hikari Ltd.
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1663016
Year: 2022

 

Petturiti Davide, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Probability envelopes and their Dempster-Shafer approximations in statistical matching / Petturiti, D.; Vantaggi, B.. - In: INTERNATIONAL JOURNAL OF APPROXIMATE REASONING. - ISSN 0888-613X. - 150:(2022), pp. 199-222. [10.1016/j.ijar.2022.08.011]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1663523
Year: 2022

 

Ceci Claudia, Colaneri Katia, Cretarola Alessandra
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Optimal reinsurance and investment under common shock dependence between financial and actuarial markets / Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra. - In: INSURANCE MATHEMATICS & ECONOMICS. - ISSN 0167-6687. - 105:(2022), pp. 252-278. [10.1016/j.insmatheco.2022.04.011]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1660618
Year: 2022

 

Brachetta Matteo, Ceci Claudia
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A Stochastic Control Approach to Public Debt Management / Brachetta, Matteo; Ceci, Claudia. - In: MATHEMATICS AND FINANCIAL ECONOMICS. - ISSN 1862-9660. - 16:(2022), pp. 749-778. [10.1007/s11579-022-00323-7]
Publisher: SpringerLink
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://hdl.handle.net/11573/1660594
Year: 2022

 

Petturiti D., Stabile G., Vantaggi B.
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Addressing Ambiguity in Randomized Reinsurance Contracts Using Belief Functions / Petturiti, D.; Stabile, G.; Vantaggi, B.. - 13506 LNAI:(2022), pp. 286-296. ((Intervento presentato al convegno BELIEF 2022 tenutosi a Parigi [10.1007/978-3-031-17801-6_27].
Book title: S. Le Hégarat-Mascle et al. (Eds.): BELIEF 2022,
Publisher: Springer
Typology: 04 Pubblicazione in atti di convegno::04b Atto di convegno in volume
IRIS CARD: https://hdl.handle.net/11573/1661707
Year: 2022

 

Baione F., Biancalana D., De Angelis P.
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A Two-Part Beta Regression Approach for Modeling Surrenders and Withdrawals in a Life Insurance Portfolio / Baione F., Biancalana D., De Angelis P.
Publisher: Routeledge Taylor&Francis
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1654475
Year: 2022

 

Di Palo Cinzia, Fava Pierluigi
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Analisi stocastica di una emissione in valuta / Di Palo, Cinzia; Fava, Pierluigi. - In: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... - ISSN 2611-6634. - (2022).
Publisher: Sapienza Università Editrice
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1647931
Year: 2022

 

Mancinelli Daniele
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Managing cash-in risk embedded in Portfolio Insurance strategies: a review / Mancinelli, Daniele. - In: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... - ISSN 2611-6634. - (2022).
Publisher: Sapienza Università Editrice
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1645856
Year: 2022

 

Petturiti Davide, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Conditional decisions under objective and subjective ambiguity in Dempster-Shafer theory / Petturiti, Davide; Vantaggi, Barbara. - In: FUZZY SETS AND SYSTEMS. - ISSN 0165-0114. - (2022). [10.1016/j.fss.2022.02.011]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1645629
Year: 2022

 

Bianchi Sergio, Frezza Massimiliano, Pianese Augusto, Palazzo Anna Maria
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Modelling H-Volatility with Fractional Brownian Bridge / Bianchi, Sergio; Frezza, Massimiliano; Pianese, Augusto; Palazzo Anna, Maria. - (2022), pp. 96-102. ((Intervento presentato al convegno MAF 2022 tenutosi a Salerno [10.1007/978-3-030-99638-3].
Publisher: Springer
Typology: 04b Atto di convegno in volume
IRIS CARD: http://hdl.handle.net/11573/1646105
Year: 2022

 

Bianchi Sergio, Mattera Raffaele, Di Sciorio Fabrizio
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Forecasting VIX with Hurst Exponent / Bianchi, Sergio; Mattera, Raffaele; Di Sciorio, Fabrizio. - (2022), pp. 90-95. ((Intervento presentato al convegno MAF 2022 tenutosi a Salerno [10.1007/978-3-030-99638-3].
Publisher: Springer
Typology: 04b Atto di convegno in volume
IRIS CARD: http://hdl.handle.net/11573/1646109
Year: 2022

 

Baione Fabio, Biancalana Davide, De Angelis Paolo
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
On the Assessment of the Payment Limitation for an Health Plan / Baione, Fabio; Biancalana, Davide; De Angelis, Paolo. - (2022), pp. 50-56. ((Intervento presentato al convegno Mathematical and Statistical Methods for Actuarial Sciences and Finance - MAF 2022 tenutosi a Salerno [10.1007/978-3-030-99638-3].
Publisher: Springer
Typology: 04b Atto di convegno in volume
IRIS CARD: http://hdl.handle.net/11573/1645863
Year: 2022

 

Ciallella A., Cirillo E. N. M., Vantaggi B.
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Localization of defects via residence time measures / Ciallella, A.; Cirillo, E. N. M.; Vantaggi, B.. - In: SIAM JOURNAL ON APPLIED MATHEMATICS. - ISSN 0036-1399. - 82:2(2022), pp. 502-525. [10.1137/20M1380284]
Publisher: Society for Industrial and Applied Mathematics Publications
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1640185
Year: 2022

 

De Angelis Paolo, De Marchis Roberto, Martire Antonio L., Russo Emilio
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders / De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio L.; Russo, Emilio. - In: DECISIONS IN ECONOMICS AND FINANCE. - ISSN 1129-6569. - (2022). [10.1007/s10203-022-00371-0]
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1637899
Year: 2022

 

Marino Mario, Levantesi Susanna, Nigri Andrea
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts / Marino, Mario; Levantesi, Susanna; Nigri, Andrea. - In: NORTH AMERICAN ACTUARIAL JOURNAL. - ISSN 1092-0277. - (2022). [10.1080/10920277.2022.2050260]
Publisher: Routledge / Taylor&Francis
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1629054
Year: 2022

 

Puerto Justo, Rodríguez-Madrena Moisés, Ricca Federica, Scozzari Andrea
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A combinatorial optimization approach to scenario filtering in portfolio selection / Puerto, Justo; Rodríguez-Madrena, Moisés; Ricca, Federica; Scozzari, Andrea. - In: COMPUTERS & OPERATIONS RESEARCH. - ISSN 0305-0548. - 142:(2022). [10.1016/j.cor.2022.105701]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1604233
Year: 2022

 

Chiarolla Maria B., De Angelis Tiziano, Stabile Gabriele
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
An analytical study of participating policies with minimum rate guarantee and surrender option / Chiarolla, Maria B.; De Angelis, Tiziano; Stabile, Gabriele. - In: FINANCE AND STOCHASTICS. - ISSN 0949-2984. - (2022). [10.1007/s00780-022-00471-0]
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1608657
Year: 2022

 

Puerto Justo, Ricca Federica, Scozzari Andrea
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Locating a discrete subtree of minimum variance on trees: New strategies to tackle a very hard problem / Puerto, J.; Ricca, F.; Scozzari, A.. - In: DISCRETE APPLIED MATHEMATICS. - ISSN 0166-218X. - 289:(2021), pp. 78-92.
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1504957
Year: 2021

 

Angrisani Massimo, Di Palo Cinzia, Fava Pierluigi
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Application of the logical sustainability theory to the swedish pension system. logical sustainability indicator and balance ratio, two indicators in comparison / Angrisani, Massimo; Di Palo, Cinzia; Fava, Pierluigi. - In: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... - ISSN 2611-6634. - (2021).
Publisher: Sapienza Università di Roma
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1618635
Year: 2021

 

Baione Fabio, De Angelis Paolo
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Criteri per il controllo di gestione e per i processi di risk management / Baione, Fabio; De Angelis, Paolo. - (2021), pp. 121-132.
Book title: La gestione del rischio nei fondi sanitari integrativi
Publisher: Il Mulino
Typology: 02a Capitolo o Articolo
IRIS CARD: http://hdl.handle.net/11573/1615211
Year: 2021

 

Baione Fabio, De Angelis Paolo
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Il processo di selezione del gestore assicurativo / Baione, Fabio; De Angelis, Paolo. - (2021), pp. 67-79.
Book title: La gestione del rischio nei fondi sanitari integrativi
Publisher: Il Mulino
Typology: 02a Capitolo o Articolo
IRIS CARD: http://hdl.handle.net/11573/1615213
Year: 2021

 

Baione Fabio, De Angelis Paolo, Biancalana Davide
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A Risk Based Approach for the Solvency Capital Requirement for Health Plans / Baione, F.; Biancalana, D.; De Angelis, P.. - (2021), pp. 63-69. ((Intervento presentato al convegno eMAF2020 tenutosi a Remote conference [10.1007/978-3-030-78965-7].
Book title: Mathematical and Statistical Methods for Actuarial Sciences and Finance
Publisher: Springer
Typology: 04b Atto di convegno in volume
IRIS CARD: http://hdl.handle.net/11573/1615209
Year: 2021

 

Baione Fabio, De Angelis Paolo, Biancalana Davide
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
An Application of Zero-One Inflated Beta Regression Models for Predicting Health Insurance Reimbursement / Baione, F; Biancalana, D; De Angelis, P. - (2021), pp. 71-77. ((Intervento presentato al convegno eMAF2020 tenutosi a Remote conference [10.1007/978-3-030-78965-7].
Book title: Mathematical and Statistical Methods for Actuarial Sciences and Finance
Publisher: Springer
Typology: 04b Atto di convegno in volume
IRIS CARD: http://hdl.handle.net/11573/1615207
Year: 2021

 

Bruno Giuseppina, Scarpitti Maria Rita
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
L’ALEA e L’assicurazione MICROTAKAFUL / Bruno, M. G.; Scarpitti, M. R.. - In: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... - ISSN 2611-6634. - (2021).
Publisher: Sapienza Università di Roma
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1614555
Year: 2021

 

De Marchis Roberto, Palestini Arsen, Patrì Stefano
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Accidental Degeneracy of an Elliptic Differential Operator: a Clarification in Terms of Ladder Operators / De Marchis, Roberto; Palestini, Arsen; Patri', Stefano. - In: MATHEMATICA. - ISSN 1222-9016. - 9:23(2021), pp. 1-14. [10.3390/math9233005]
Publisher: Cluj-Napoca : Éditions de l'Académie Roumaine. 
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1614093
Year: 2021

 

Arredondo Verónica, Martínez-Panero Miguel, Peña Teresa, Ricca Federica
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Mathematical political districting taking care of minority groups / Arredondo, Verónica; Martínez-Panero, Miguel; Peña, Teresa; Ricca, Federica. - In: ANNALS OF OPERATIONS RESEARCH. - ISSN 0254-5330. - 305:1(2021), pp. 375-402.
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1604228
Year: 2021

 

De Angelis Paolo, De Marchis Roberto, Marino Mario, Martire Antonio Luciano, Oliva Immacolata
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Evaluating Ruin Probabilities: A Streamlined Approach / De Angelis, Paolo; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano; Oliva, Immacolata. - In: APPLIED MATHEMATICS E-NOTES. - ISSN 1607-2510. - :21(2021), pp. 634-642.
Publisher: Tsing Hua University
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1585532
Year: 2021

 

Petturiti Davide, Vantaggi Barbara
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Dempster-Shafer Approximations and Probabilistic Bounds in Statistical Matching / Petturiti, Davide; Vantaggi, Barbara. - (2021), pp. 367-380. - LECTURE NOTES IN ARTIFICIAL INTELLIGENCE. [10.1007/978-3-030-86772-0_27].
Publisher: Springer
Typology: 02 Pubblicazione su volume:02a Capitolo o Articolo
IRIS CARD: http://hdl.handle.net/11573/1580126
Year: 2021

 

Vantaggi Barbara, Coletti Giulianella
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Managing uncertainty and fuzziness trough a generalized conditional plausibility model / Vantaggi, Barbara; Coletti, Giulianella. - In: TWMS JOURNAL OF PURE AND APPLIED MATHEMATICS. - ISSN 2076-2585. - 12:1(2021), pp. 69-87.
Publisher: Baku State University Institute of Applied Mathematics,
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1580322
Year: 2021

 

Oliva Immacolata, Renò,Roberto
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Principi di Finanza Quantitativa
Publisher: Maggioli
Typology: 03a Saggio, Trattato Scientifico
IRIS CARD: http://hdl.handle.net/11573/1579153
Year: 2021

 

Frezza Massimiliano, Bianchi Sergio, Pianese Assunta
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process / Frezza, M.; Bianchi, S.; Pianese, A.. - In: COMPUTATIONAL MANAGEMENT SCIENCE. - ISSN 1619-697X. - (2021). [10.1007/s10287-021-00412-w]
Publisher: Springer Science
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1565994
Year: 2021

 

Ricca Federica, Maurizio Bruglieri, Cordone Roberto, Lari Isabella, Scozzari Andrea
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
On finding connected balanced partitions of trees / Bruglieri, Maurizio; Cordone, Roberto; Lari, Isabella; Ricca, Federica; Scozzari, Andrea. - In: DISCRETE APPLIED MATHEMATICS. - ISSN 0166-218X. - 299(2021), pp. 1-16.
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1544002
Year: 2021

 

De Angelis Paolo, De Marchis Roberto, Marino Mario, Martire Antonio Luciano, Oliva Immacolata
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Betting on bitcoin: a profitable trading between directional and shielding strategies / De Angelis, Paolo; De Marchis, R; Marino, Mario; Martire, Antonio Luciano; Oliva, Immacolata. - In: DECISIONS IN ECONOMICS AND FINANCE. - ISSN 1593-8883. - (2021).
Publisher: SpringerLinlk
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1528584?mode=full.3937#.YGWSeT_OPIU
Year: 2021

 

Bianchi Sergio, Frezza Massimiliano, Pianese Augusto
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Fractal analysis of market (in)efficiency during the COVID-19 / Frezza, Massimiliano; Bianchi, Sergio; Pianese, Augusto. - In: FINANCE RESEARCH LETTERS. - ISSN 1544-6123. - (2021).
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1461551?mode=full.3937#.YGWJOT_OPIU
Year: 2021

 

Strangio Donatella, Attias Anna
STEC-01/B; STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-P/12; SECS-S/06)
Immigration and Sustainability of the pay-as-you-go social security system in Italy / Attias, Anna; Strangio, Donatella. - (2021), pp. 113-132.
Publisher: Routledge
Typology: 02 Pubblicazione su volume:02a Capitolo o Articolo
IRIS CARD: https://iris.uniroma1.it/handle/11573/1512476#.YEtxuNzSKUk
Year: 2021

 

Angrisani Massimo, Bruno Maria Giuseppina, Di Palo Cinzia, Fava Pierluigi, Scarpitti Maria Rita
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Pricing di una rendita vitalizia longterm care con garanzia di prelievo con il metodo delle traiettorie individuali esatte / Angrisani, Massimo; Bruno, Maria Giuseppina; Di Palo, Cinzia; Fava, Pierluigi; Scarpitti, Maria Rita. - In: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA ..... - ISSN 2385-0825. - (2020), pp. 1-14.
Publisher: Sapienza Università Editrice
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1491576?mode=simple.3937#.YCJfHHnSKUk
Year: 2020

 

Bianchi Sergio 
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
L’impatto della pandemia Covid-19 sull’efficienza dei mercati azionari / Bianchi, Sergio; Frezza, Massimiliano; Pianese, Augusto. - In: DEMOCRAZIA E DIRITTI SOCIALI. - ISSN 2610-9166. - :Numero speciale(2020), pp. 571-587.
Publisher: Edizioni Università di Cassino
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1477997#.YAbtGRZ7mUk
Year: 2020

 

Vantaggi Barbara, Cassese Gianluca, Rigo Pietro
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A special issue on the mathematics of subjective probability / Cassese, Gianluca; Rigo Pietro; Vantaggi, Barbara. - In: DECISIONS IN ECONOMICS AND FINANCE. - ISSN 1593-8883. - 43:1(2020), pp. 1-2.
Publisher: Springer
Typology: 01m Editorial/Introduzione in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1462437#.X8Eu8LPSLIU
Year: 2020

 

Attias Anna, Morrone Carla, Bianchi Maria Teresa
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A New Approach for Proper Reporting of Pension Benefit Obligations in the Financial Statements of “Old Funds” for Professionals / Morrone, Carla; Bianchi, Maria Teresa; Attias, Anna. - In: INTERNATIONAL BUSINESS RESEARCH. - ISSN 1913-9004. - 8:13(2020), pp. 117-123.
Publisher: Canadian Center of Science and Education
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1462367#.X76VkbPSLIU
Year: 2020

 

Attias Anna, Saitta Daniela, Ciavalini Simona, Morrone Carla
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
An actuarial mathematical model for a new pension philosophy. An application to the accountant pension fund / Attias, Anna; Ciavalini, Simona; Morrone, Carla; Saitta, Daniela. - In: PURE MATHEMATICS AND APPLICATIONS. - ISSN 1788-800X. - 28:1(2020), pp. 1-32.
Publisher: SAAS.hu
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1462375#.X76UCrPSLIU
Year: 2020

 

Bianchi Sergio
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Introduction to the special issue "Fractional and multifractional models and methods in finance" / Bianchi, Sergio. - In: MATHEMATICAL METHODS IN ECONOMICS AND FINANCE. - ISSN 1971-6419. - 13/14(2020), pp. 1-3.
Publisher: Department of Economics Ca’ Foscari University of Venice
Typology: 01m Editorial/Introduzione in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1403873?mode=full.3394#.X76Q_7PSLIU
Year: 2020

 

Stabile Gabriele, Longo Michele
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Sub-optimal investment for insurers / Longo, Michele; Stabile, Gabriele. - In: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. - ISSN 0361-0926. - 49:17(2020), pp. 4298-4312.
Publisher: Taylor & Francis
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1261783?mode=full.3357#.X7QRrGhKiUk
Year: 2020

 

Bianchi Sergio, Li Qiushi
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A new estimator of the self-similarity exponent through the empirical likelihood ratio test / Bianchi, Sergio; Li, Qiushi. - In: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION. - ISSN 0094-9655. - (2020).
Publisher: Taylor & Francis
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1396155?mode=full.3357#.X7P522hKiUk
Year: 2020

 

Vantaggi Barbara, Petturiti Davide
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Modeling agent's conditional preferences under objective ambiguity in Dempster-Shafer theory / Petturiti, D.; Vantaggi, B.. - In: INTERNATIONAL JOURNAL OF APPROXIMATE REASONING. - ISSN 0888-613X. - 119(2020), pp. 151-176.
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1355389?mode=full.3357#.X7P5n2hKiUk
Year: 2020

 

Bianchi Sergio, Pianese Augusto, Frezza Massimiliano, Palazzo Anna Maria
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Stochastic dominance in the outer distributions of the alfa-efficiency domain / Bianchi, Sergio; Pianese, Augusto; Frezza, Massimiliano; Palazzo, Anna Maria. - (2020).
Book title: Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2020
Publisher: Springer
Typology: 02 Pubblicazione su volume:02a Capitolo o Articolo
IRIS CARD: https://iris.uniroma1.it/handle/11573/1403907?mode=full.3376#.X7P5hGhKiUk
Year: 2020

 

Oliva Immacolata, Bonollo Michele, Di Persio Luca
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A quantization approach to the counterparty credit exposure estimation / Bonollo, Michele; Di Persio, Luca; Oliva, Immacolata. - In: INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. - ISSN 1059-0560. - 70(2020), pp. 335-356.
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1435652?mode=full.3357#.X7PILGhKiUk
Year: 2020

 

Oliva Immacolata, Di Persio Luca, Oliva Immacolata, Wallbaum Kai
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure / Di Persio, Luca; Oliva, Immacolata; Wallbaum, Kai. - In: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY. - ISSN 1526-4025. - (2020), pp. 1-15.
Publisher: Wiley
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1434176?mode=full.3357#record
Year: 2020

 

Bianchi Sergio
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Matematica e cognizione giurisdizionale / Bianchi, Sergio. - In: DIRITTO PUBBLICO EUROPEO. RASSEGNA ONLINE. - ISSN 2421-0528. - 2(2020), pp. 1-27.
Publisher: Dipartimento di Giurisprudenza dell'Università degli studi della Campania Luigi Vanvitelli
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1424043?mode=full.3357#.X7PFUmhKiUk
Year: 2020

 

De Angelis Paolo, De Marchis Roberto, Martire Antonio Luciano, Patri'Stefano
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Non-standard Volterra integral equations: a mean-value theorem numerical approach / De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Patri', Stefano. - In: APPLIED MATHEMATICAL SCIENCES. - ISSN 1314-7552. - 14:9(2020), pp. 423-432.
Publisher: Hikari Ltd
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1419946?mode=full.3357#.X7PEj2hKiUk
Year: 2020

 

De Angelis Paolo, De Marchis Roberto, Martire Antonio Luciano, Oliva Immacolata
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A mean-value Approach to solve fractional differential and integral equations / De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Oliva, Immacolata. - In: CHAOS, SOLITONS & FRACTALS. - ISSN 1873-2887. - 138(2020).
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1416721?mode=full.3357#.X7PEOmhKiUk
Year: 2020

 

Bianchi Sergio, Tapiero Charles, Vallois Pierre
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
The Origins of Randomness: Granularity, Information and Speed of Convergence / Bianchi, Sergio; Tapiero Charles, S.; Vallois, Pierre. - In: MATHEMATICAL METHODS IN ECONOMICS AND FINANCE. - ISSN 1971-6419. - 13/14(2020), pp. 63-83.
Publisher: Department of Economics Ca’ Foscari University of Venice
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1403869?mode=full.3357#record
Year: 2020

 

Vantaggi Barbara, Antonini Paride, Petturiti, Davide
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Dynamic Portfolio Selection Under Ambiguity in the $$epsilon $$-Contaminated Binomial Model / Antonini, Paride; Petturiti, Davide; Vantaggi, Barbara. - (2020), pp. 210-223.
Book title: Information Processing and Management of Uncertainty in Knowledge-Based Systems. 18th International Conference, IPMU 2020, Lisbon, Proceedings, Part II,
Publisher: Springer
Typology: 02 Pubblicazione su volume:02a Capitolo o Articolo
IRIS CARD: https://iris.uniroma1.it/handle/11573/1409777?mode=full.3376#.X7PDVWhKiUk
Year: 2020

 

Vantaggi Barbara, Coletti Giulianella, van der Gaag Linda, Petturiti Davide
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Detecting correlation between extreme probability events / Coletti, G.; van der Gaag, L. C.; Petturiti, D.; Vantaggi, B.. - In: INTERNATIONAL JOURNAL OF GENERAL SYSTEMS. - ISSN 0308-1079. - 49:1(2020), pp. 64-87.
Publisher: Taylor and Francis
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1355391?mode=full.3357#.X7PCnGhKiUk
Year: 2020

 

De Angelis Paolo, Baione Fabio, Biancalana Davide
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour / Baione, F.; Biancalana, D.; De Angelis, P.. - In: DECISIONS IN ECONOMICS AND FINANCE. - ISSN 1593-8883. - (2020), pp. 1-15.
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1396298?mode=full.3357#.X7PBx2hKiUk
Year: 2020

 

Bianchi Sergio, Pianese Augusto, Frezza Massimiliano
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A distribution-based method to gauge market liquidity through scale invariance between investment horizons / Bianchi, Sergio; Pianese, Augusto; Frezza, Massimiliano. - In: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY. - ISSN 1526-4025. - (2020), pp. 1-16.
Publisher: Wiley
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1378636?mode=full.3357#.X7KWaWhKiUk
Year: 2020

 

De Angelis Paolo, De Marchis Roberto, Martire Antonio Luciano
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
A new numerical method for a class of Volterra and Fredholm integral equations / De Angelis, P.; De Marchis, R.; Martire, A. L.. - In: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS. - ISSN 0377-0427. - 379(2020).
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1396340?mode=full.3357#.X7KWTWhKiUk
Year: 2020

 

Palestini Arsen, Bernardi Mauro, Cerqueti Roy
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
The Skew Normal risk measurement framework /Palestini Arsen, Bernardi, Mauro, Cerqueti Roy - In: COMPUTATIONAL MANAGEMENT SCIENCE. - ISSN 1619-697X. - 17(2020), pp. 105-119.
Publisher: Springer-Verlag GmbH Germany, part of Springer Nature
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1359917?mode=full.3357#.X7KTeWhKiUk
Year: 2020

 

Attias Anna, Bianchi Sergio, Varga Zoltan, Pianese Augusto
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
On the asymptotic equilibrium of a population system with migration / Pianese, Augusto; Attias, Anna; Bianchi, Sergio ; Varga, Zoltan - In: INSURANCE MATHEMATICS & ECONOMICS. - ISSN 0167-6687. - 92(2020), pp. 115-127.
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1384204?mode=full.3357#.X7KS6GhKiUk
Year: 2020

 

De Angelis Paolo, Baione Fabio
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Capital allocation and RORAC optimization under solvency 2 standard formula / Baione, Fabio; De Angelis, Paolo; Granito,Ivan - In: ANNALS OF OPERATIONS RESEARCH. - ISSN 0254-5330. - (2020).
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1366655?mode=full.3257#.X7KSWmhKiUk
Year: 2020

 

Ricca Federica, Scozzari Andrea
STAT-04/A (Scientific Disciplinary Sectors related to the authors who are part of the Department) (Old SSD: SECS-S/06)
Mathematical Programming Formulations for Practical Political Districting / Ricca, Federica; Scozzari, Andrea. - (2020), pp. 105-128.
Book title: Italy-China Trade Relations. A Historical Perspective / Strangio, Donatella
Publisher: Springer Nature
Typology: 02 Pubblicazione su volume:02a Capitolo o Articolo
IRIS CARD: https://iris.uniroma1.it/handle/11573/1365324?mode=full.3176#.X7KQs2hKiUk
Year: 2020