Sfoglia per Autore
Basket cliquet options pricing with a dynamic dependence structure and stochastic interest rates
2013-01-01 Masala, GIOVANNI BATISTA
Manuale di matematica finanziaria
2012-01-01 Micocci, M.; Masala, G. B.
Earthquakes occurrences estimation through a parametric semi-Markov approach
2012-01-01 Masala, GIOVANNI BATISTA
Using phase type distributions for modelling HIV disease progression
2012-01-01 Micocci, Marco; Garg, L; Masala, GIOVANNI BATISTA; Mcclean, S; Cannas, G.
Pension Fund Risk Management, Financial and Actuarial Modeling
2010-01-01 G., Gregoriou; Masala, GIOVANNI BATISTA; Micocci, Marco
Public and private DC pension schemes, termination indemnities and optimal funding of pension system in Italy
2010-01-01 Micocci, Marco; Cannas, Giuseppina; Masala, GIOVANNI BATISTA
Economic capital management for insurance companies
2009-01-01 Bisignani, R; Masala, GIOVANNI BATISTA; Micocci, Marco
Reputational effects of operational risk events for financial institutions
2009-01-01 Micocci, M.; Masala, G. B; Cannas, G.; Flore, G.
Advanced operational risk modelling for banks and insurance companies
2009-01-01 Angela, C; Bisignani, R; Masala, GIOVANNI BATISTA; Micocci, Marco
Loss-Alae modeling through a copula dependence structure
2009-01-01 Masala, GIOVANNI BATISTA; Micocci, Marco
Reputational effects of operational risk events for financial institutions
2009-01-01 G., Cannas; G., Flore; Masala, GIOVANNI BATISTA; Micocci, Marco
Quantifying reputational effects for publicly traded financial institutions
2009-01-01 Cannas, Giuseppina; Masala, GIOVANNI BATISTA; Micocci, M.
Quantifying reputational effects for publicly traded financial institutions
2009-01-01 Cannas, Giuseppina; Masala, GIOVANNI BATISTA; Micocci, Marco
Insurance and copulas: an application to indemnity claims
2009-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA
Pricing credit derivatives with a copula-based actuarial model for credit risk
2008-01-01 Masala, G.; Menzietti, M.; Micocci, M.
Reputational effects of operational risk events for financial institutions
2008-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA; Cannas, Giuseppina; Flore, Giovanna
Pricing Credit Derivatives with a Copula-Based Actuarial Model for Credit Risk
2008-01-01 Micocci, Marco; Menzietti, M; Masala, GIOVANNI BATISTA
Advanced models for the quantification of operational risk in financial institutions under the loss distribution approach
2008-01-01 Angela, C; Masala, GIOVANNI BATISTA; Micocci, Marco
Economic capital management for insurance companies using conditional value at risk and a copula approach
2008-01-01 Micocci, Marco; Bisignani, R; Masala, GIOVANNI BATISTA
Advanced operational risk modelling for banks and insurance companies
2007-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA
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