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Delta–Gamma hedging of mortality and interest rate risk
Luciano, Elisa; Regis, Luca; Vigna, Elena - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 402-413
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009846330
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Stationary optimal lengths for the plant renewal problem
Luciano, E.; Peccati, L. - In: International journal of production economics 78 (2002) 3, pp. 287-294
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006266382
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Revision of industrial supply conditions and game theory
Gallo, P.; Luciano, E.; Peccati, L. - In: International journal of production economics 49 (1997) 1, pp. 17-28
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006316687
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ORIGINAL ARTICLES - A Note on Loadings and Deductibles: Can a Vicious Circle Arise?
Luciano, E. - In: Scandinavian actuarial journal : Actuarial Society of … (1999) 2, pp. 157-169
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005963026
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Bivariate option pricing with copulas
Cherubini, U.; Luciano, E. - In: Applied mathematical finance 9 (2002) 2, pp. 69-86
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008216172
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Dynamic value at risk under optimal and suboptimal portfolio policies
Fusai, Gianluca; Luciano, Elisa - In: European journal of operational research : EJOR 135 (2001) 2, pp. 249-269
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006657855
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Some basic problems in inventory theory: The financial perspective
Luciano, Elisa; Peccati, Lorenzo - In: European journal of operational research : EJOR 114 (1999) 2, pp. 294-303
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006668127
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VaR as a risk measure for multiperiod static inventory models
Luciano, Elisa; Peccati, Lorenzo; Cifarelli, Donato M. - In: International journal of production economics 81 (2003), pp. 375-384
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006259428
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VaR as a risk measure for multiperiod static inventory models
Luciano, Elisa; Peccati, Lorenzo; Cifarelli, Donato M. - In: International journal of production economics 81 (2003) 1, pp. 375-384
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006259593
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Cycles optimization: The equivalent annuity and the NPV approaches
Luciano, Elisa; Peccati, Lorenzo - In: International journal of production economics 69 (2001) 1, pp. 65-84
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006280433