11573/1760936 - 2026 -
Filtering in a hazard rate change-point model with financial and life-insurance applications Buttarazzi, Matteo; Ceci, Claudia - 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. - - issn: 0219-0249 - wos: (0) - scopus: (0)
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)