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A copula-based approach to account for dependence in stress-strength models
Domma, Filippo; Giordano, Sabrina - In: Statistical papers 54 (2013) 3, pp. 807-826
Persistent link: https://www.econbiz.de/10010139163
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Delta hedging strategies comparison
De Giovanni, Domenico; Ortobelli, Sergio; Rachev, Svetlozar - In: European journal of operational research : EJOR 185 (2008) 3, pp. 1615-1631
Persistent link: https://www.econbiz.de/10007895485
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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
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Lapse rate modeling: a rational expectation approach
De Giovanni, Domenico - In: Scandinavian actuarial journal : Actuarial Society of … 2010 (2010) 1, pp. 56-68
Persistent link: https://www.econbiz.de/10008386323
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Time Charters with Purchase Options in Shipping: Valuation and Risk Management
Jrgensen, Peter Lchte; De Giovanni, Domenico - In: Applied mathematical finance 17 (2010) 5, pp. 399-431
Persistent link: https://www.econbiz.de/10008706742
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Pricing the Option to Surrender in Incomplete Markets
Consiglio, Andrea; De Giovanni, Domenico - In: The journal of risk and insurance : the journal of the … 77 (2010) 4, pp. 935-958
Persistent link: https://www.econbiz.de/10008722668
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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