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)
 

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

 

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

 

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: 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