GAMBARO, ANNA MARIA
GAMBARO, ANNA MARIA
Dipartimento di Studi per l'Economia e l'Impresa
A Discussion of Non-Gaussian Price Processes for Energy and Commodity Operations
2021-01-01 Gambaro, ANNA MARIA; Secomandi, Nicola
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.
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
Asset allocation for life insurance portfolio under Solvency II using artificial intelligence
2022-01-01 Gambaro, ANNA MARIA
Exponential expansions for approximation of probability distributions
2024-01-01 Gambaro, ANNA MARIA
General lattice methods for arithmetic Asian options
2020-01-01 Gambaro, Anna Maria; Kyriakou, Ioannis; Fusai, Gianluca
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
Pricing on Trees Using New Risk-Free Rates
2024-01-01 Fusai, Gianluca; Gambaro, ANNA MARIA
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
The capital-on-capital cost in solvency II risk margin
2024-01-01 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.