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Mostrati risultati da 1 a 9 di 9
ICU capacity expansion under uncertainty in the early stages of a pandemic
2023-01-01 Gambaro, Anna Maria; Fusai, Gianluca; Sodhi, ManMohan S.; May, Caterina; Morelli, Chiara
Asset allocation for life insurance portfolio under Solvency II using artificial intelligence
2022-01-01 Gambaro, ANNA MARIA
We're not winning this battle. The COVID toll for limited ICU capacity. Capacity Expansion under Stochastic Demand: Managing ICU Capacity in a Pandemic.
2021-01-01 Gambaro, A. M.; Fusai, G.; May, C.; Morelli, C.; Sodhi, M.
A Discussion of Non-Gaussian Price Processes for Energy and Commodity Operations
2021-01-01 Gambaro, ANNA MARIA; Secomandi, Nicola
General lattice methods for arithmetic Asian options
2020-01-01 Gambaro, Anna Maria; Kyriakou, Ioannis; Fusai, Gianluca
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
2019-01-01 Gambaro, A. M.; Casalini, R.; Fusai, G.; Ghilarducci, A.
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts
2018-01-01 Gambaro, Anna Maria; Casalini, Riccardo; Fusai, Gianluca; Ghilarducci, Alessandro
Accurate pricing of swaptions via Lower Bound
2017-01-01 Gambaro, ANNA MARIA; Caldana, Ruggero; Fusai, Gianluca
Approximate pricing of swaptions in affine and quadratic models
2017-01-01 Gambaro, ANNA MARIA; Caldana, Ruggero; Fusai, Gianluca
Mostrati risultati da 1 a 9 di 9
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