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Optimal timing of the annuity purchase : combined stochastic control and optimal stopping problem
Stabile, Gabriele - In: International journal of theoretical and applied finance 9 (2006) 2, pp. 151-170
Persistent link: https://www.econbiz.de/10003312710
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An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.; De Angelis, Tiziano; Stabile, Gabriele - 2021
Persistent link: https://www.econbiz.de/10013329547
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Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs
Chiarolla, Maria B.; Ferrari, Giorgio; Stabile, Gabriele - In: European journal of operational research : EJOR 247 (2015) 3, pp. 847-858
Persistent link: https://www.econbiz.de/10011386333
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Tax compliance with uncertain income : a stochastic control model
Spartà, Gaetano T.; Stabile, Gabriele - 2018
Persistent link: https://www.econbiz.de/10011871488
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On the free boundary of an annuity purchase
De Angelis, Tiziano; Stabile, Gabriele - In: Finance and stochastics 23 (2019) 1, pp. 97-137
Persistent link: https://www.econbiz.de/10012023700
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An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.; De Angelis, Tiziano; Stabile, Gabriele - In: Finance and stochastics 26 (2022) 2, pp. 173-216
Persistent link: https://www.econbiz.de/10013197521