Research publications of the members of the Department - SECS-S/06

Scientific Disciplinary Sector: Mathematical methods of economics, finance and actuarial sciences
(Pubblication from the year 2020)

 

Marino Mario, Levantesi Susanna, Nigri Andrea
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts / Marino, Mario; Levantesi, Susanna; Nigri, Andrea. - In: NORTH AMERICAN ACTUARIAL JOURNAL. - ISSN 1092-0277. - (2022). [10.1080/10920277.2022.2050260]
Publisher: Routledge / Taylor&Francis
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1629054
Year: 2022

 

Puerto Justo, Rodríguez-Madrena Moisés, Ricca Federica, Scozzari Andrea
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
A combinatorial optimization approach to scenario filtering in portfolio selection / Puerto, Justo; Rodríguez-Madrena, Moisés; Ricca, Federica; Scozzari, Andrea. - In: COMPUTERS & OPERATIONS RESEARCH. - ISSN 0305-0548. - 142:(2022). [10.1016/j.cor.2022.105701]
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1604233
Year: 2022

 

Chiarolla Maria B., De Angelis Tiziano, Stabile Gabriele
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
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. - ISSN 0949-2984. - (2022). [10.1007/s00780-022-00471-0]
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1608657
Year: 2022

 

Puerto Justo, Ricca Federica, Scozzari Andrea
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Locating a discrete subtree of minimum variance on trees: New strategies to tackle a very hard problem / Puerto, J.; Ricca, F.; Scozzari, A.. - In: DISCRETE APPLIED MATHEMATICS. - ISSN 0166-218X. - 289:(2021), pp. 78-92.
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1504957
Year: 2021

 

Angrisani Massimo, Di Palo Cinzia, Fava Pierluigi
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Application of the logical sustainability theory to the swedish pension system. logical sustainability indicator and balance ratio, two indicators in comparison / Angrisani, Massimo; Di Palo, Cinzia; Fava, Pierluigi. - In: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... - ISSN 2611-6634. - (2021).
Publisher: Sapienza Università di Roma
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1618635
Year: 2021

 

Baione Fabio, De Angelis Paolo
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Criteri per il controllo di gestione e per i processi di risk management / Baione, Fabio; De Angelis, Paolo. - (2021), pp. 121-132.
Book title: La gestione del rischio nei fondi sanitari integrativi
Publisher: Il Mulino
Typology: 02a Capitolo o Articolo
IRIS CARD: http://hdl.handle.net/11573/1615211
Year: 2021

 

Baione Fabio, De Angelis Paolo
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Il processo di selezione del gestore assicurativo / Baione, Fabio; De Angelis, Paolo. - (2021), pp. 67-79.
Book title: La gestione del rischio nei fondi sanitari integrativi
Publisher: Il Mulino
Typology: 02a Capitolo o Articolo
IRIS CARD: http://hdl.handle.net/11573/1615213
Year: 2021

 

Baione Fabio, De Angelis Paolo, Biancalana Davide
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
A Risk Based Approach for the Solvency Capital Requirement for Health Plans / Baione, F.; Biancalana, D.; De Angelis, P.. - (2021), pp. 63-69. ((Intervento presentato al convegno eMAF2020 tenutosi a Remote conference [10.1007/978-3-030-78965-7].
Book title: Mathematical and Statistical Methods for Actuarial Sciences and Finance
Publisher: Springer
Typology: 04b Atto di convegno in volume
IRIS CARD: http://hdl.handle.net/11573/1615209
Year: 2021

 

Baione Fabio, De Angelis Paolo, Biancalana Davide
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
An Application of Zero-One Inflated Beta Regression Models for Predicting Health Insurance Reimbursement / Baione, F; Biancalana, D; De Angelis, P. - (2021), pp. 71-77. ((Intervento presentato al convegno eMAF2020 tenutosi a Remote conference [10.1007/978-3-030-78965-7].
Book title: Mathematical and Statistical Methods for Actuarial Sciences and Finance
Publisher: Springer
Typology: 04b Atto di convegno in volume
IRIS CARD: http://hdl.handle.net/11573/1615207
Year: 2021

 

Bruno Giuseppina, Scarpitti Maria Rita
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
L’ALEA e L’assicurazione MICROTAKAFUL / Bruno, M. G.; Scarpitti, M. R.. - In: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... - ISSN 2611-6634. - (2021).
Publisher: Sapienza Università di Roma
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1614555
Year: 2021

 

De Marchis Roberto, Palestini Arsen, Patrì Stefano
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Accidental Degeneracy of an Elliptic Differential Operator: a Clarification in Terms of Ladder Operators / De Marchis, Roberto; Palestini, Arsen; Patri', Stefano. - In: MATHEMATICA. - ISSN 1222-9016. - 9:23(2021), pp. 1-14. [10.3390/math9233005]
Publisher: Cluj-Napoca : Éditions de l'Académie Roumaine. 
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1614093
Year: 2021

 

Arredondo Verónica, Martínez-Panero Miguel, Peña Teresa, Ricca Federica
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Mathematical political districting taking care of minority groups / Arredondo, Verónica; Martínez-Panero, Miguel; Peña, Teresa; Ricca, Federica. - In: ANNALS OF OPERATIONS RESEARCH. - ISSN 0254-5330. - 305:1(2021), pp. 375-402.
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1604228
Year: 2021

 

De Angelis Paolo, De Marchis Roberto, Marino Mario, Martire Antonio Luciano, Oliva Immacolata
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Evaluating Ruin Probabilities: A Streamlined Approach / De Angelis, Paolo; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano; Oliva, Immacolata. - In: APPLIED MATHEMATICS E-NOTES. - ISSN 1607-2510. - :21(2021), pp. 634-642.
Publisher: Tsing Hua University
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1585532
Year: 2021

 

Petturiti Davide, Vantaggi Barbara
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Dempster-Shafer Approximations and Probabilistic Bounds in Statistical Matching / Petturiti, Davide; Vantaggi, Barbara. - (2021), pp. 367-380. - LECTURE NOTES IN ARTIFICIAL INTELLIGENCE. [10.1007/978-3-030-86772-0_27].
Publisher: Springer
Typology: 02 Pubblicazione su volume:02a Capitolo o Articolo
IRIS CARD: http://hdl.handle.net/11573/1580126
Year: 2021

 

Vantaggi Barbara, Coletti Giulianella
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Managing uncertainty and fuzziness trough a generalized conditional plausibility model / Vantaggi, Barbara; Coletti, Giulianella. - In: TWMS JOURNAL OF PURE AND APPLIED MATHEMATICS. - ISSN 2076-2585. - 12:1(2021), pp. 69-87.
Publisher: Baku State University Institute of Applied Mathematics,
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1580322
Year: 2021

 

Oliva Immacolata, Renò,Roberto
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Principi di Finanza Quantitativa
Publisher: Maggioli
Typology: 03a Saggio, Trattato Scientifico
IRIS CARD: http://hdl.handle.net/11573/1579153
Year: 2021

 

Frezza Massimiliano, Bianchi Sergio, Pianese Assunta
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process / Frezza, M.; Bianchi, S.; Pianese, A.. - In: COMPUTATIONAL MANAGEMENT SCIENCE. - ISSN 1619-697X. - (2021). [10.1007/s10287-021-00412-w]
Publisher: Springer Science
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1565994
Year: 2021

 

Ricca Federica, Maurizio Bruglieri, Cordone Roberto, Lari Isabella, Scozzari Andrea
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
On finding connected balanced partitions of trees / Bruglieri, Maurizio; Cordone, Roberto; Lari, Isabella; Ricca, Federica; Scozzari, Andrea. - In: DISCRETE APPLIED MATHEMATICS. - ISSN 0166-218X. - 299(2021), pp. 1-16.
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1544002
Year: 2021

 

De Angelis Paolo, De Marchis Roberto, Marino Mario, Martire Antonio Luciano, Oliva Immacolata
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Betting on bitcoin: a profitable trading between directional and shielding strategies / De Angelis, Paolo; De Marchis, R; Marino, Mario; Martire, Antonio Luciano; Oliva, Immacolata. - In: DECISIONS IN ECONOMICS AND FINANCE. - ISSN 1593-8883. - (2021).
Publisher: SpringerLinlk
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1528584?mode=full.3937#.YGWSeT_OPIU
Year: 2021

 

Bianchi Sergio, Frezza Massimiliano, Pianese Augusto
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Fractal analysis of market (in)efficiency during the COVID-19 / Frezza, Massimiliano; Bianchi, Sergio; Pianese, Augusto. - In: FINANCE RESEARCH LETTERS. - ISSN 1544-6123. - (2021).
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1461551?mode=full.3937#.YGWJOT_OPIU
Year: 2021

 

Strangio Donatella, Attias Anna
SECS-P/12; SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Immigration and Sustainability of the pay-as-you-go social security system in Italy / Attias, Anna; Strangio, Donatella. - (2021), pp. 113-132.
Publisher: Routledge
Typology: 02 Pubblicazione su volume:02a Capitolo o Articolo
IRIS CARD: https://iris.uniroma1.it/handle/11573/1512476#.YEtxuNzSKUk
Year: 2021

 

Angrisani Massimo, Bruno Maria Giuseppina, Di Palo Cinzia, Fava Pierluigi, Scarpitti Maria Rita
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Pricing di una rendita vitalizia longterm care con garanzia di prelievo con il metodo delle traiettorie individuali esatte / Angrisani, Massimo; Bruno, Maria Giuseppina; Di Palo, Cinzia; Fava, Pierluigi; Scarpitti, Maria Rita. - In: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA ..... - ISSN 2385-0825. - (2020), pp. 1-14.
Publisher: Sapienza Università Editrice
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1491576?mode=simple.3937#.YCJfHHnSKUk
Year: 2020

 

Bianchi Sergio
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
L’impatto della pandemia Covid-19 sull’efficienza dei mercati azionari / Bianchi, Sergio; Frezza, Massimiliano; Pianese, Augusto. - In: DEMOCRAZIA E DIRITTI SOCIALI. - ISSN 2610-9166. - :Numero speciale(2020), pp. 571-587.
Publisher: Edizioni Università di Cassino
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1477997#.YAbtGRZ7mUk
Year: 2020

 

Vantaggi Barbara, Cassese Gianluca, Rigo Pietro
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
A special issue on the mathematics of subjective probability / Cassese, Gianluca; Rigo Pietro; Vantaggi, Barbara. - In: DECISIONS IN ECONOMICS AND FINANCE. - ISSN 1593-8883. - 43:1(2020), pp. 1-2.
Publisher: Springer
Typology: 01m Editorial/Introduzione in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1462437#.X8Eu8LPSLIU
Year: 2020

 

Attias Anna, Morrone Carla, Bianchi Maria Teresa
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
A New Approach for Proper Reporting of Pension Benefit Obligations in the Financial Statements of “Old Funds” for Professionals / Morrone, Carla; Bianchi, Maria Teresa; Attias, Anna. - In: INTERNATIONAL BUSINESS RESEARCH. - ISSN 1913-9004. - 8:13(2020), pp. 117-123.
Publisher: Canadian Center of Science and Education
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1462367#.X76VkbPSLIU
Year: 2020

 

Attias Anna, Saitta Daniela, Ciavalini Simona, Morrone Carla
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
An actuarial mathematical model for a new pension philosophy. An application to the accountant pension fund / Attias, Anna; Ciavalini, Simona; Morrone, Carla; Saitta, Daniela. - In: PURE MATHEMATICS AND APPLICATIONS. - ISSN 1788-800X. - 28:1(2020), pp. 1-32.
Publisher: SAAS.hu
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1462375#.X76UCrPSLIU
Year: 2020

 

Bianchi Sergio
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Introduction to the special issue "Fractional and multifractional models and methods in finance" / Bianchi, Sergio. - In: MATHEMATICAL METHODS IN ECONOMICS AND FINANCE. - ISSN 1971-6419. - 13/14(2020), pp. 1-3.
Publisher: Department of Economics Ca’ Foscari University of Venice
Typology: 01m Editorial/Introduzione in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1403873?mode=full.3394#.X76Q_7PSLIU
Year: 2020

 

Stabile Gabriele, Longo Michele
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Sub-optimal investment for insurers / Longo, Michele; Stabile, Gabriele. - In: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. - ISSN 0361-0926. - 49:17(2020), pp. 4298-4312.
Publisher: Taylor & Francis
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1261783?mode=full.3357#.X7QRrGhKiUk
Year: 2020

 

Bianchi Sergio, Li Qiushi
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
A new estimator of the self-similarity exponent through the empirical likelihood ratio test / Bianchi, Sergio; Li, Qiushi. - In: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION. - ISSN 0094-9655. - (2020).
Publisher: Taylor & Francis
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1396155?mode=full.3357#.X7P522hKiUk
Year: 2020

 

Vantaggi Barbara, Petturiti Davide
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Modeling agent's conditional preferences under objective ambiguity in Dempster-Shafer theory / Petturiti, D.; Vantaggi, B.. - In: INTERNATIONAL JOURNAL OF APPROXIMATE REASONING. - ISSN 0888-613X. - 119(2020), pp. 151-176.
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1355389?mode=full.3357#.X7P5n2hKiUk
Year: 2020

 

Bianchi Sergio, Pianese Augusto, Frezza Massimiliano, Palazzo Anna Maria
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Stochastic dominance in the outer distributions of the alfa-efficiency domain / Bianchi, Sergio; Pianese, Augusto; Frezza, Massimiliano; Palazzo, Anna Maria. - (2020).
Book title: Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2020
Publisher: Springer
Typology: 02 Pubblicazione su volume:02a Capitolo o Articolo
IRIS CARD: https://iris.uniroma1.it/handle/11573/1403907?mode=full.3376#.X7P5hGhKiUk
Year: 2020

 

Oliva Immacolata, Bonollo Michele, Di Persio Luca
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
A quantization approach to the counterparty credit exposure estimation / Bonollo, Michele; Di Persio, Luca; Oliva, Immacolata. - In: INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. - ISSN 1059-0560. - 70(2020), pp. 335-356.
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1435652?mode=full.3357#.X7PILGhKiUk
Year: 2020

 

Oliva Immacolata, Di Persio Luca, Oliva Immacolata, Wallbaum Kai
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure / Di Persio, Luca; Oliva, Immacolata; Wallbaum, Kai. - In: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY. - ISSN 1526-4025. - (2020), pp. 1-15.
Publisher: Wiley
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1434176?mode=full.3357#record
Year: 2020

 

Bianchi Sergio
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Matematica e cognizione giurisdizionale / Bianchi, Sergio. - In: DIRITTO PUBBLICO EUROPEO. RASSEGNA ONLINE. - ISSN 2421-0528. - 2(2020), pp. 1-27.
Publisher: Dipartimento di Giurisprudenza dell'Università degli studi della Campania Luigi Vanvitelli
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1424043?mode=full.3357#.X7PFUmhKiUk
Year: 2020

 

De Angelis Paolo, De Marchis Roberto, Martire Antonio Luciano, Patri'Stefano
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Non-standard Volterra integral equations: a mean-value theorem numerical approach / De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Patri', Stefano. - In: APPLIED MATHEMATICAL SCIENCES. - ISSN 1314-7552. - 14:9(2020), pp. 423-432.
Publisher: Hikari Ltd
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1419946?mode=full.3357#.X7PEj2hKiUk
Year: 2020

 

De Angelis Paolo, De Marchis Roberto, Martire Antonio Luciano, Oliva Immacolata
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
A mean-value Approach to solve fractional differential and integral equations / De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Oliva, Immacolata. - In: CHAOS, SOLITONS & FRACTALS. - ISSN 1873-2887. - 138(2020).
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1416721?mode=full.3357#.X7PEOmhKiUk
Year: 2020

 

Bianchi Sergio, Tapiero Charles, Vallois Pierre
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
The Origins of Randomness: Granularity, Information and Speed of Convergence / Bianchi, Sergio; Tapiero Charles, S.; Vallois, Pierre. - In: MATHEMATICAL METHODS IN ECONOMICS AND FINANCE. - ISSN 1971-6419. - 13/14(2020), pp. 63-83.
Publisher: Department of Economics Ca’ Foscari University of Venice
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1403869?mode=full.3357#record
Year: 2020

 

Vantaggi Barbara, Antonini Paride, Petturiti, Davide
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Dynamic Portfolio Selection Under Ambiguity in the $$epsilon $$-Contaminated Binomial Model / Antonini, Paride; Petturiti, Davide; Vantaggi, Barbara. - (2020), pp. 210-223.
Book title: Information Processing and Management of Uncertainty in Knowledge-Based Systems. 18th International Conference, IPMU 2020, Lisbon, Proceedings, Part II,
Publisher: Springer
Typology: 02 Pubblicazione su volume:02a Capitolo o Articolo
IRIS CARD: https://iris.uniroma1.it/handle/11573/1409777?mode=full.3376#.X7PDVWhKiUk
Year: 2020

 

Vantaggi Barbara, Coletti Giulianella, van der Gaag Linda, Petturiti Davide
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Detecting correlation between extreme probability events / Coletti, G.; van der Gaag, L. C.; Petturiti, D.; Vantaggi, B.. - In: INTERNATIONAL JOURNAL OF GENERAL SYSTEMS. - ISSN 0308-1079. - 49:1(2020), pp. 64-87.
Publisher: Taylor and Francis
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1355391?mode=full.3357#.X7PCnGhKiUk
Year: 2020

 

De Angelis Paolo, Baione Fabio, Biancalana Davide
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour / Baione, F.; Biancalana, D.; De Angelis, P.. - In: DECISIONS IN ECONOMICS AND FINANCE. - ISSN 1593-8883. - (2020), pp. 1-15.
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1396298?mode=full.3357#.X7PBx2hKiUk
Year: 2020

 

Bianchi Sergio, Pianese Augusto, Frezza Massimiliano
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
A distribution-based method to gauge market liquidity through scale invariance between investment horizons / Bianchi, Sergio; Pianese, Augusto; Frezza, Massimiliano. - In: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY. - ISSN 1526-4025. - (2020), pp. 1-16.
Publisher: Wiley
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1378636?mode=full.3357#.X7KWaWhKiUk
Year: 2020

 

De Angelis Paolo, De Marchis Roberto, Martire Antonio Luciano
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
A new numerical method for a class of Volterra and Fredholm integral equations / De Angelis, P.; De Marchis, R.; Martire, A. L.. - In: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS. - ISSN 0377-0427. - 379(2020).
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1396340?mode=full.3357#.X7KWTWhKiUk
Year: 2020

 

Palestini Arsen, Bernardi Mauro, Cerqueti Roy
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
The Skew Normal risk measurement framework /Palestini Arsen, Bernardi, Mauro, Cerqueti Roy - In: COMPUTATIONAL MANAGEMENT SCIENCE. - ISSN 1619-697X. - 17(2020), pp. 105-119.
Publisher: Springer-Verlag GmbH Germany, part of Springer Nature
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1359917?mode=full.3357#.X7KTeWhKiUk
Year: 2020

 

Attias Anna, Bianchi Sergio, Varga Zoltan, Pianese Augusto
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
On the asymptotic equilibrium of a population system with migration / Pianese, Augusto; Attias, Anna; Bianchi, Sergio ; Varga, Zoltan - In: INSURANCE MATHEMATICS & ECONOMICS. - ISSN 0167-6687. - 92(2020), pp. 115-127.
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1384204?mode=full.3357#.X7KS6GhKiUk
Year: 2020

 

De Angelis Paolo, Baione Fabio
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Capital allocation and RORAC optimization under solvency 2 standard formula / Baione, Fabio; De Angelis, Paolo; Granito,Ivan - In: ANNALS OF OPERATIONS RESEARCH. - ISSN 0254-5330. - (2020).
Publisher: Springer
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1366655?mode=full.3257#.X7KSWmhKiUk
Year: 2020

 

Ricca Federica, Scozzari Andrea
SECS-S/06: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Mathematical Programming Formulations for Practical Political Districting / Ricca, Federica; Scozzari, Andrea. - (2020), pp. 105-128.
Book title: Italy-China Trade Relations. A Historical Perspective / Strangio, Donatella
Publisher: Springer Nature
Typology: 02 Pubblicazione su volume:02a Capitolo o Articolo
IRIS CARD: https://iris.uniroma1.it/handle/11573/1365324?mode=full.3176#.X7KQs2hKiUk
Year: 2020

 

© Università degli Studi di Roma "La Sapienza" - Piazzale Aldo Moro 5, 00185 Roma