E-LIB Suche - Ergebnisse für: Luciano, Elisa

1

Adversarial Artificial Intelligence in Insurance: From an E..:

Amerirad, Behnaz ; Cattaneo, Matteo ; Kenett, Ron S..
Risks. 11 (2023) 1 - p. 20 , 2023

Link: https://doi.org/10.3390/..

2

Why are BHCs organized as parent-subsidiaries? How do they ..:

Luciano, Elisa ; Wihlborg, Clas
Journal of Financial Stability. 67 (2023) - p. 101155 , 2023

Link: https://doi.org/10.1016/..

3

Adversarial AI in insurance: an overview:

Cattaneo, Matteo ; Kenett, Ron S. ; Luciano, Elisa
European Actuarial Journal. , 2023

Link: https://doi.org/10.1007/..

4

The fluctuations of insurers' risk appetite:

Luciano, Elisa ; Rochet, Jean Charles
Journal of Economic Dynamics and Control. 144 (2022) - p. 104543 , 2022

Link: https://doi.org/10.1016/..

5

GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION ..:

De Rosa, Clemente ; Luciano, Elisa ; Regis, Luca
ASTIN Bulletin. 51 (2021) 2 - p. 375-410 , 2021

Link: https://doi.org/10.1017/..

6

Model risk in credit risk:

Fontana, Roberto ; Luciano, Elisa ; Semeraro, Patrizia
Mathematical Finance. 31 (2020) 1 - p. 176-202 , 2020

Link: https://doi.org/10.1111/..

7

From volatility smiles to the volatility of volatility:

Dumas, Bernard ; Luciano, Elisa
Decisions in Economics and Finance. 42 (2019) 2 - p. 387-406 , 2019

Link: https://doi.org/10.1007/..

8

Risk Analysis and Portfolio Modelling:

Allen, David Edmund ; Luciano, Elisa
Journal of Risk and Financial Management. 12 (2019) 4 - p. 154 , 2019

Link: https://doi.org/10.3390/..

9

Financial synergies and systemic risk in the organization o..:

Luciano, Elisa ; Wihlborg, Clas
Journal of Banking & Finance. 88 (2018) - p. 208-224 , 2018

Link: https://doi.org/10.1016/..

10

Single- and Cross-Generation Natural Hedging of Longevity a..:

Luciano, Elisa ; Regis, Luca ; Vigna, Elena
The Journal of Risk and Insurance. 84 (2017) 3 - p. 961-986 , 2017

Link: https://www.jstor.org/st..

11

Spouses' Dependence across Generations and Pricing Impact o..:

Luciano, Elisa ; Spreeuw, Jaap ; Vigna, Elena
Risks. 4 (2016) 2 - p. 16 , 2016

Link: https://doi.org/10.3390/..

12

Life Insurance Ownership by Italian Households: A Gender-Ba..:

Luciano, Elisa ; Outreville, J François ; Rossi, Mariacristina
The Geneva Papers on Risk and Insurance. Issues and Practice. 41 (2016) 3 - p. 468-490 , 2016

Link: http://www.jstor.org/sta..

13

Basis risk in static versus dynamic longevity-risk hedging:

De Rosa, Clemente ; Luciano, Elisa ; Regis, Luca
Scandinavian Actuarial Journal. 2017 (2016) 4 - p. 343-365 , 2016

Link: https://doi.org/10.1080/..

14

Dependence calibration and portfolio fit with factor-based ..:

Luciano, Elisa ; Marena, Marina ; Semeraro, Patrizia
Quantitative Finance. 16 (2016) 7 - p. 1037-1052 , 2016

Link: https://doi.org/10.1080/..

15

Life Insurance Ownership by Italian Households: A Gender-Ba..:

Luciano, Elisa ; Outreville, J François ; Rossi, Mariacristina
The Geneva Papers on Risk and Insurance - Issues and Practice. 41 (2016) 3 - p. 468-490 , 2016

Link: https://doi.org/10.1057/..