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Practical financial optimizati...
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51
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9
Lotfi, Somayyeh
8
Cocco, Flavio
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ECONIS (ZBW)
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Asset and liability modelling for participating policies with guarantees
Consiglio, Andrea
;
Cocco, Flavio
;
Zenios, Stauros Andrea
- In:
European journal of operational research : EJOR
186
(
2008
)
1
,
pp. 380-404
Persistent link: https://www.econbiz.de/10003769538
Saved in:
2
The prometeia model for managing insurance policies with guarantees
Consiglio, Andrea
;
Cocco, Flavio
;
Zenios, Stauros Andrea
-
2007
Persistent link: https://www.econbiz.de/10003523285
Saved in:
3
Risk profiles for re-profiling sovereign debt
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of risk finance : the convergence of financial …
16
(
2015
)
1
,
pp. 2-26
Persistent link: https://www.econbiz.de/10010513384
Saved in:
4
Designing and pricing guarantee options in defined contribution pension plans
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 267-279
Persistent link: https://www.econbiz.de/10011428673
Saved in:
5
Generating multi-factor arbitrage-free scenario trees with global optimization
Consiglio, Andrea
;
Carollo, Angelo
;
Zenios, Stauros Andrea
-
2014
Persistent link: https://www.econbiz.de/10010243999
Saved in:
6
Pricing sovereign contingent convertible debt
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
-
2016
-
This draft July 22, 2016
Persistent link: https://www.econbiz.de/10011539350
Saved in:
7
Portfolio diversification in the sovereign credit swap markets
Consiglio, Andrea
;
Lotfi, Somayyeh
;
Zenios, Stauros Andrea
-
2016
Persistent link: https://www.econbiz.de/10011539351
Saved in:
8
Risk management optimization for sovereign debt restructuring
Consiglio, Andrea
;
Zenios, Stauros Andrea
-
2014
Persistent link: https://www.econbiz.de/10010407980
Saved in:
9
Designing guarantee options in defined contributions pension plans
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
-
2015
Persistent link: https://www.econbiz.de/10010480323
Saved in:
10
Risk management optimization for sovereign debt restructuring
Consiglio, Andrea
;
Zenios, Stauros Andrea
-
2014
Persistent link: https://www.econbiz.de/10010414386
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