| Nome |
# |
|
Dynamic dependence structure between energy markets and the Italian stock index, file e2f56ed7-a323-3eaf-e053-3a05fe0a5d97
|
261
|
|
Applications of phase type survival trees in HIV disease progression modelling, file e2f56ed7-db38-3eaf-e053-3a05fe0a5d97
|
249
|
|
Loss-Alae modeling through a copula dependence structure, file e2f56ed3-8198-3eaf-e053-3a05fe0a5d97
|
199
|
|
Managing wind power generation via indexed semi-markov model and copula, file e2f56ed9-5405-3eaf-e053-3a05fe0a5d97
|
143
|
|
Hedging wind power risk exposure through weather derivatives, file e2f56eda-7719-3eaf-e053-3a05fe0a5d97
|
130
|
|
Price spikes in the electricity markets how and why, file e2f56ed9-3db3-3eaf-e053-3a05fe0a5d97
|
127
|
|
Price Spikes in the Italian Electricity Market: An Economic Analysis, file e2f56ed8-8be6-3eaf-e053-3a05fe0a5d97
|
106
|
|
null, file e2f56ed3-878e-3eaf-e053-3a05fe0a5d97
|
77
|
|
Electricity derivatives: an application to the futures Italian market, file e2f56ed9-b4ed-3eaf-e053-3a05fe0a5d97
|
56
|
|
A multivariate high-order markov model for the income estimation of a wind farm, file e2f56eda-0a8f-3eaf-e053-3a05fe0a5d97
|
53
|
|
Performance estimation of photovoltaic energy production, file e2f56ed9-5025-3eaf-e053-3a05fe0a5d97
|
37
|
|
A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization, file ae50577f-f667-48a9-af20-b35fc4042d01
|
16
|
|
Optimisation of conditional-VaR in an actuarial model for credit risk assuming a student copula dependence structure, file e2f56ed9-72ed-3eaf-e053-3a05fe0a5d97
|
14
|
|
Electricity load modeling: an application to Italian market, file e2f56ed4-a2d6-3eaf-e053-3a05fe0a5d97
|
10
|
|
Mathematical tools for Economics and Finance with Mathematica software, file e2f56ed7-68b9-3eaf-e053-3a05fe0a5d97
|
10
|
|
Manuale di matematica finanziaria, file e2f56ed9-1f74-3eaf-e053-3a05fe0a5d97
|
10
|
|
Price spikes in the electricity markets how and why, file e2f56ed7-d70c-3eaf-e053-3a05fe0a5d97
|
8
|
|
Backtesting energy portfolio with copula dependence structure, file e2f56ed8-4169-3eaf-e053-3a05fe0a5d97
|
8
|
|
null, file e2f56ed3-869a-3eaf-e053-3a05fe0a5d97
|
7
|
|
Pricing credit derivatives with a copula-based actuarial model for credit risk, file e2f56ed3-8474-3eaf-e053-3a05fe0a5d97
|
6
|
|
Performance estimation of a wind farm with a dependence structure between electricity price and wind speed, file e2f56ed9-4432-3eaf-e053-3a05fe0a5d97
|
5
|
|
Public and private DC pension schemes, termination indemnities and optimal funding of pension system in Italy, file e2f56ed3-803e-3eaf-e053-3a05fe0a5d97
|
4
|
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Reputational effects of operational risk events for financial institutions, file e2f56ed3-86bc-3eaf-e053-3a05fe0a5d97
|
4
|
|
Quantifying reputational effects for publicly traded financial institutions, file e2f56ed3-932c-3eaf-e053-3a05fe0a5d97
|
4
|
|
Using phase type distributions for modelling HIV disease progression, file e2f56ed3-9464-3eaf-e053-3a05fe0a5d97
|
4
|
|
Pricing index linked policies with basket cliquet options embedded using a copula approach, file e2f56ed3-7def-3eaf-e053-3a05fe0a5d97
|
3
|
|
Value-at-risk estimation using a copula approach, file e2f56ed3-7e5e-3eaf-e053-3a05fe0a5d97
|
3
|
|
Economic capital management for insurance companies using conditional value at risk and a copula approach, file e2f56ed3-80d2-3eaf-e053-3a05fe0a5d97
|
3
|
|
Pricing credit derivatives with a copula-based actuarial model for credit risk, file e2f56ed3-86ab-3eaf-e053-3a05fe0a5d97
|
3
|
|
Advanced models for the quantification of operational risk in financial institutions under the loss distribution approach, file e2f56ed3-878f-3eaf-e053-3a05fe0a5d97
|
3
|
|
Rainfall derivatives pricing with underlying semi-Markov model for precipitation occurrences, file e2f56ed3-8f51-3eaf-e053-3a05fe0a5d97
|
3
|
|
Hurricane Lifespan Modeling through a Semi-Markov Parametric Approach, file e2f56ed3-9465-3eaf-e053-3a05fe0a5d97
|
3
|
|
Pricing Credit Derivatives with a Copula-Based Actuarial Model for Credit Risk, file e2f56ed3-9878-3eaf-e053-3a05fe0a5d97
|
3
|
|
null, file e2f56ed5-6673-3eaf-e053-3a05fe0a5d97
|
3
|
|
Insurance and copulas: an application to indemnity claims, file e2f56ed3-7d59-3eaf-e053-3a05fe0a5d97
|
2
|
|
Congruence theorem for 4-tuples in the Grassmann manifold G2(R^8), file e2f56ed3-7d64-3eaf-e053-3a05fe0a5d97
|
2
|
|
Pricing pension funds guarantees using a copula approach, file e2f56ed3-7da0-3eaf-e053-3a05fe0a5d97
|
2
|
|
Congruence theorems for triangles in the Grassmann manifolds G2(L^4), file e2f56ed3-7edf-3eaf-e053-3a05fe0a5d97
|
2
|
|
Advanced operational risk modelling for banks and insurance companies, file e2f56ed3-8199-3eaf-e053-3a05fe0a5d97
|
2
|
|
Insurance and copulas: an application to indemnity claims, file e2f56ed3-8263-3eaf-e053-3a05fe0a5d97
|
2
|
|
La valutazione e la contabilizzazione delle stock option in base al principio contabile internazionale IFRS2, file e2f56ed3-879a-3eaf-e053-3a05fe0a5d97
|
2
|
|
Basket cliquet options pricing with a dynamic dependence structure and stochastic interest rates, file e2f56ed3-8f50-3eaf-e053-3a05fe0a5d97
|
2
|
|
Economic capital management for insurance companies using conditional value at risk and a copula approach, file e2f56ed3-9877-3eaf-e053-3a05fe0a5d97
|
2
|
|
Earthquakes occurrences estimation through a parametric semi-Markov approach, file e2f56ed3-99d5-3eaf-e053-3a05fe0a5d97
|
2
|
|
Quantifying reputational effects for publicly traded financial institutions, file e2f56ed3-9bb7-3eaf-e053-3a05fe0a5d97
|
2
|
|
North Atlantic Oscillation index stochastic modeling, file e2f56ed4-ad49-3eaf-e053-3a05fe0a5d97
|
2
|
|
Théorèmes de congruence pour triplets de points dans les variétés de Grassmann G2(R^n), file e2f56ed3-7d5c-3eaf-e053-3a05fe0a5d97
|
1
|
|
Regular triangles and isoclinic triangles in the Grassmann manifolds G2(R^n), file e2f56ed3-7d63-3eaf-e053-3a05fe0a5d97
|
1
|
|
A geometrical interpretation of the shape invariant for geodesic triangles in complex projective spaces, file e2f56ed3-7d6a-3eaf-e053-3a05fe0a5d97
|
1
|
|
Economic capital management for insurance companies, file e2f56ed3-86aa-3eaf-e053-3a05fe0a5d97
|
1
|
|
Survival probabilities for HIV infected patients through semi-Markov processes, file e2f56ed4-a348-3eaf-e053-3a05fe0a5d97
|
1
|
|
Wind time series forecasting with underlying semi-Markov model: an application to weather derivatives, file e2f56ed4-ad31-3eaf-e053-3a05fe0a5d97
|
1
|
|
Pension Fund Risk Management, Financial and Actuarial Modeling, file e2f56ed4-c417-3eaf-e053-3a05fe0a5d97
|
1
|
|
Quantifying reputational effects for publicly traded financial institutions, file e2f56ed5-31f5-3eaf-e053-3a05fe0a5d97
|
1
|
|
Argomenti propedeutici al corso di matematica generale, file e2f56ed7-49c3-3eaf-e053-3a05fe0a5d97
|
1
|
| Totale |
1.608 |