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~isPartOf:"Analytical models for financial modeling and risk management"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Insurance / Mathematics & economics"
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Consiglio, Andrea
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Analytical models for financial modeling and risk management
European journal of operational research : EJOR
Insurance / Mathematics & economics
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5
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Portfolio diversification in the sovereign credit swap markets
Consiglio, Andrea
;
Lotfi, Somayyeh
;
Zenios, Stauros Andrea
- In:
Analytical models for financial modeling and risk management
,
(pp. 5-33)
.
2018
Persistent link: https://www.econbiz.de/10011897156
Saved in:
2
Designing and pricing guarantee options in defined contribution pension plans
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 267-279
Persistent link: https://www.econbiz.de/10011428673
Saved in:
3
Evaluation of insurance products with guarantee in incomplete markets
Consiglio, Andrea
;
Giovanni, Domenico de
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 332-342
Persistent link: https://www.econbiz.de/10003682480
Saved in:
4
Asset and liability modelling for participating policies with guarantees
Consiglio, Andrea
;
Cocco, Flavio
;
Zenios, Stauros Andrea
- In:
European journal of operational research : EJOR
186
(
2008
)
1
,
pp. 380-404
Persistent link: https://www.econbiz.de/10003769538
Saved in:
5
Evaluation of insurance products with guarantee in incomplete markets
Consiglio, Andrea
;
De Giovanni, Domenico
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 332-342
Persistent link: https://www.econbiz.de/10007905820
Saved in:
6
Asset and liability modelling for participating policies with guarantees
Consiglio, Andrea
;
Cocco, Flavio
;
Zenios, Stavros A.
- In:
European journal of operational research : EJOR
186
(
2008
)
1
,
pp. 380-404
Persistent link: https://www.econbiz.de/10007895452
Saved in:
7
Evaluation of insurance products with guarantee in incomplete markets
Consiglio, Andrea
;
De Giovanni, Domenico
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 332-343
Persistent link: https://www.econbiz.de/10008886690
Saved in:
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