11573/1720105 - 2024 -
The Market Value of Optimal Annuitization and Bequest Motives Buttarazzi, Matteo; Stabile, Gabriele - 04b Atto di convegno in volume
congresso: Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2024 (Le Havre, Francia)
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2024 - (9783031642722; 9783031642739)
11573/1718310 - 2024 -
Newsvendor problem with discrete demand and constrained first moment under ambiguity Cinfrignini, Andrea; Petturiti, Davide; Stabile, Gabriele - 01a Articolo in rivista
rivista: DECISIONS IN ECONOMICS AND FINANCE (Springer-Verlag Italia Srl:via Decembrio 28, 20137 Milan Italy:011 39 2 5425971, EMAIL: riccardi@springer.it, Fax: 011 39 2 55193360) pp. - - issn: 1593-8883 - wos: WOS:001302331600001 (0) - scopus: 2-s2.0-85202663233 (0)
11573/1686643 - 2023 -
Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions Petturiti, Davide; Stabile, Gabriele; Vantaggi, Barbara - 01a Articolo in rivista
rivista: INTERNATIONAL JOURNAL OF APPROXIMATE REASONING (Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680) pp. - - issn: 0888-613X - wos: WOS:001052791200001 (0) - scopus: 2-s2.0-85169412591 (0)
11573/1608657 - 2022 -
An analytical study of participating policies with minimum rate guarantee and surrender option Chiarolla, Maria B.; De Angelis, Tiziano; Stabile, Gabriele - 01a Articolo in rivista
rivista: FINANCE AND STOCHASTICS (Springer Verlag Germany:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 3450, EMAIL: g.braun@springer.de, INTERNET: http://www.springer.de, Fax: 011 49 6221 345229) pp. - - issn: 0949-2984 - wos: WOS:000749077400001 (0) - scopus: 2-s2.0-85123836550 (0)
11573/1661707 - 2022 -
Addressing Ambiguity in Randomized Reinsurance Contracts Using Belief Functions Petturiti, D.; Stabile, G.; Vantaggi, B. - 04b Atto di convegno in volume
congresso: BELIEF 2022 (Parigi)
libro: Belief Functions: Theory and Applications - (978-3-031-17800-9; 978-3-031-17801-6)
Longo, Michele; Stabile, Gabriele - 01a Articolo in rivista
rivista: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS (Attuale:
-PHILADELPHIA, USA, PA: TAYLOR & FRANCIS INC,
Primo editore:
-Madison Avenue:New York: Marcel Dekker Incorporated) pp. 4298-4312 - issn: 0361-0926 - wos: WOS:000471554300001 (0) - scopus: 2-s2.0-85064761241 (0)
11573/1124835 - 2019 -
On the free boundary of an annuity purchase De Angelis, Tiziano; Stabile, Gabriele - 01a Articolo in rivista
rivista: FINANCE AND STOCHASTICS (Springer Verlag Germany:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 3450, EMAIL: g.braun@springer.de, INTERNET: http://www.springer.de, Fax: 011 49 6221 345229) pp. 97-137 - issn: 0949-2984 - wos: WOS:000455531700003 (6) - scopus: 2-s2.0-85058844686 (7)
11573/1124838 - 2019 -
On Lipschitz continuous optimal stopping boundaries De Angelis, Tiziano; Stabile, Gabriele - 01a Articolo in rivista
rivista: SIAM JOURNAL ON CONTROL AND OPTIMIZATION (Society for Industrial and Applied Mathematics:3600 University City Science Center:Philadelphia, PA 19104:(800)447-7426, (215)382-9800, EMAIL: service@siam.org, INTERNET: http://www.siam.org, Fax: (215)386-7999) pp. 402-436 - issn: 0363-0129 - wos: WOS:000460129700016 (10) - scopus: 2-s2.0-85062686540 (12)
11573/1006134 - 2018 -
Tax compliance with uncertain income: a stochastic control model Sparta', Gaetano Tarcisio; Stabile, Gabriele - 01a Articolo in rivista
rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht: Kluwer Academic Publishers.
Amsterdam; Bussum: Baltzer Science Publishers.) pp. 289-301 - issn: 0254-5330 - wos: WOS:000422665800013 (1) - scopus: 2-s2.0-85047541865 (0)
11573/514720 - 2015 -
Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs Chiarolla, Maria; Ferrari, Giorgio; Stabile, Gabriele - 01a Articolo in rivista
rivista: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 847-858 - issn: 0377-2217 - wos: WOS:000361412300016 (4) - scopus: 2-s2.0-84940598896 (5)
11573/559326 - 2015 -
Optimal investment and ruin probabilities M., Longo; Stabile, Gabriele - 13a Altro ministeriale
11573/663613 - 2015 -
Underperformance fees and manager’s portfolio risk taking Stabile, Gabriele - 01a Articolo in rivista
rivista: INTERNATIONAL JOURNAL OF FINANCIAL RESEARCH (Toronto : Sciedu Press.) pp. 79-89 - issn: 1923-4023 - wos: (0) - scopus: (0)
11573/654211 - 2014 -
A review of margrabe formula and its applications in derivative pricing Stabile, Gabriele - 03a Saggio, Trattato Scientifico
11573/762862 - 2012 -
Optimal procurement strategies for a storable commodity Chiarolla, Maria; G., Ferrari; Stabile, Gabriele - 04d Abstract in atti di convegno
congresso: XXXVI Convegno AMASES (Foggia)
11573/432603 - 2012 -
ASYMPTOTIC RESULTS FOR EXIT PROBABILITIES OF STOCHASTIC PROCESSES GOVERNED BY AN INTEGRAL TYPE RATE FUNCTION M., Abundo; C., Macci; Stabile, Gabriele - 01a Articolo in rivista
rivista: PROBABILITY AND MATHEMATICAL STATISTICS (Warszawa; Wrocław: Polish Scientific Publishers.) pp. 25-39 - issn: 0208-4147 - wos: WOS:000310007700003 (1) - scopus: 2-s2.0-84864004480 (1)
11573/762864 - 2011 -
Pension planning and investment under transaction costs Chiarolla, Maria; M., Longo; Stabile, Gabriele - 04d Abstract in atti di convegno
congresso: 2011 Annual IFID Centre Conference: Annuity Day (Toronto (Canada))
11573/561023 - 2011 -
Pension fund and investment manager's compensation in a
continuous time model Stabile, Gabriele - 04d Abstract in atti di convegno
congresso: XXXV Convegno dell'Associazione per la Matematica Applicata alle Scienze Economiche e Sociali (Pisa)
libro: XXXV Convegno dell'Associazione per la Matematica Applicata alle Scienze Economiche e Sociali - ()
11573/702259 - 2011 -
Fund manager's compensation in a continuous time model Stabile, Gabriele - 13a Altro ministeriale
11573/132457 - 2010 -
Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions Stabile, Gabriele; Giovanni Luca, Torrisi - 01a Articolo in rivista
rivista: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1200-1209 - issn: 0167-7152 - wos: WOS:000279451600008 (8) - scopus: 2-s2.0-77955050323 (8)
11573/133496 - 2010 -
Risk Processes with Non-stationary Hawkes Claims Arrivals Stabile, Gabriele; Giovanni Luca, Torrisi - 01a Articolo in rivista
rivista: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY (Springer Nature
Dordrecht: Kluwer Academic Publishers) pp. 415-429 - issn: 1387-5841 - wos: WOS:000279600300007 (50) - scopus: 2-s2.0-77954427714 (52)
11573/224288 - 2008 -
Pension planning and investment under transaction costs Chiarolla, Maria; Michele, Longo; Stabile, Gabriele - 13a Altro ministeriale
11573/64428 - 2008 -
Asymptotic estimates of exit probabilities for small noise diffusions M., Abundo; C., Macci; Stabile, Gabriele - 13a Altro ministeriale
11573/394781 - 2008 -
Risk processes with delayed claims for heavy tailed distributions Stabile, Gabriele; G. L., Torrisi - 04a Atto di comunicazione a congresso
congresso: Methods, Models and Information Technologies for Decision Support Systems - 2008 (LECCE)
libro: MTISD 2008. Methods, Models and Information Technologies for Decision Support Systems - 2008 - (9788883050619)
11573/50479 - 2008 -
Ruin probabilities for a class of risk processes with delayed large claims Stabile, Gabriele; G. L., Torrisi - 04d Abstract in atti di convegno
congresso: XXXII Convegno Annuale dell’Associazione per la Matematica Applicata alle Scienze Economiche e Sociali (TRENTO)
11573/390308 - 2007 -
Risk processes with non-stationary Hawkes claims arrivals Stabile, Gabriele; G. L., Torrisi - 04d Abstract in atti di convegno
congresso: XXXI CONVEGNO dell'Associazione per la Matematica Applicata alle Scienze Economiche e Sociali (lecce)
11573/132456 - 2006 -
Large deviations for risk processes with reinsurance Claudio, Macci; Stabile, Gabriele - 01a Articolo in rivista
rivista: JOURNAL OF APPLIED PROBABILITY (Applied Probability:School of Mathematics and Statistics, The University, Sheffield S3 7RH United Kingdom:EMAIL: s.c.boyles@sheffield.ac.uk, INTERNET: http://www.shef.ac.uk/uni/companies/apt, Fax: 011 44 114 2729782) pp. 713-728 - issn: 0021-9002 - wos: WOS:000241777900009 (8) - scopus: 2-s2.0-34047109124 (9)
11573/181210 - 2006 -
Ruin probabilities and optimal investment: the case of dependence between financial and insurance risks Longo, M; Stabile, Gabriele - 03a Saggio, Trattato Scientifico
congresso: XXIX CONVEGNO dell'Associazione per la Matematica Applicata alle Scienze Economiche e Sociali (Palermo)
11573/50435 - 2006 -
On Lundberg's estimate for ruin probability under reinsurance Macci, C; Stabile, Gabriele - 04d Abstract in atti di convegno
congresso: XXX Convegno dell'Associazione per la Matematica Applicata alle Scienze Economiche e Sociali (Trieste)
11573/132455 - 2006 -
Optimal timing of the annuity purchase: Combined stochastic control and optimal stopping problem Stabile, Gabriele - 01a Articolo in rivista
rivista: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE (World Scientific Publishing Company:PO Box 128, Farrer Road, Singapore 912805 Singapore:011 65 6 4665775, EMAIL: journal@wspc.com.sg, INTERNET: http://www.wspc.com.sg, http://www.worldscinet.com, Fax: 011 65 6 4677667) pp. 151-170 - issn: 0219-0249 - wos: (0) - scopus: 2-s2.0-33644799207 (25)
11573/394101 - 2006 -
On Lundberg's estimate for ruin probability under reinsurance Stabile, Gabriele - 04d Abstract in atti di convegno
congresso: Management of Risk Factors (Roma)
11573/132454 - 2005 -
Lundberg parameters for non standard risk processes Claudio, Macci; Stabile, Gabriele; G. L., Torrisi - 01a Articolo in rivista
rivista: SCANDINAVIAN ACTUARIAL JOURNAL (TAYLOR & FRANCIS LTD, 4 PARK SQUARE, MILTON PARK, ABINGDON, ENGLAND, OXON, OX14 4RN) pp. 417-432 - issn: 0346-1238 - wos: (0) - scopus: 2-s2.0-33947257718 (17)
11573/394579 - 2004 -
Bounds for Lundberg parameters of non standard multivariate risk processes C., Macci; Stabile, Gabriele; G. L., Torrisi - 04d Abstract in atti di convegno
congresso: XXVIII CONVEGNO dell'Associazione per la Matematica Applicata (Modena)
11573/218617 - 2004 -
Pension Planning under Transaction Costs Chiarolla, Maria; Michele, Longo; Stabile, Gabriele - 13a Altro ministeriale
11573/50434 - 2004 -
Pension planning under transaction costs Chiarolla, Maria; Michele, Longo; Stabile, Gabriele - 04d Abstract in atti di convegno
libro: In Proceedings of the 8th IME Conference - ()
11573/390289 - 2004 -
Optimal timing of the annuity purchases: a combined stochastic control and optimal stopping problem Stabile, Gabriele - 04b Atto di convegno in volume
congresso: Metodi Matematici e statistici per l'analisi dei dati assicurativi e vfinanziari (Salerno)
11573/390469 - 2004 -
Bounds for Lundberg parameters of non standard multivariate risk processes Stabile, Gabriele - 04d Abstract in atti di convegno
congresso: 8th International Congress On Insurance: Mathematics & Economics (Roma)
11573/191528 - 2003 -
Pension Planning under Transaction Costs Chiarolla, Maria; M., Longo; Stabile, Gabriele - 04d Abstract in atti di convegno
libro: XXVII Convegno A.M.A.S.E.S. - ()
11573/31353 - 2003 -
on classical estimates of the river baseflow Salusti, E; Stabile, G; Tirozzi, Benedetto - 01a Articolo in rivista
rivista: BOLLETTINO GEOFISICO (Roma: C.N.R. - Istituto di fisica dell'atmosfera) pp. 35-58 - issn: 0393-0742 - wos: (0) - scopus: (0)
11573/132325 - 2003 -
Estimation of river baseflow using non linear time series analysis Tirozzi, B; Salusti, E; Stabile, Gabriele - 01a Articolo in rivista
rivista: BOLLETTINO GEOFISICO (Roma: C.N.R. - Istituto di fisica dell'atmosfera) pp. 35-58 - issn: 0393-0742 - wos: (0) - scopus: (0)
11573/132324 - 1999 -
Stochastic and deterministic methods in the analysis of the delta O-18 record in the core V28-239 Albeverio, S; Giese H., J; Stabile, Gabriele - 01a Articolo in rivista
rivista: CHEMICAL GEOLOGY (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 271-289 - issn: 0009-2541 - wos: WOS:000083023800016 (3) - scopus: 2-s2.0-0034106871 (1)