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Pricing the option to surrender in incomplete markets
Consiglio, Andrea; Giovanni, Domenico De - In: The journal of risk and insurance : the journal of the … 77 (2010) 4, pp. 935-957
Persistent link: https://www.econbiz.de/10008798287
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The prometeia model for managing insurance policies with guarantees
Consiglio, Andrea; Cocco, Flavio; Zenios, Stauros Andrea - 2007
Persistent link: https://www.econbiz.de/10003523285
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Asset and liability management for insurance products with minimum guarantees: The UK case
Consiglio, Andrea; Saunders, David M.; Zenios, Stauros … - In: Journal of banking & finance 30 (2006) 2, pp. 645-667
Persistent link: https://www.econbiz.de/10003291341
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The value of integrative risk management for insurance products with guarantees
Consiglio, Andrea; Cocco, Flavio; Zenios, Stauros Andrea - In: Financial engineering, E-commerce and supply chain, (pp. 59-74). 2002
Persistent link: https://www.econbiz.de/10001746973
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Scenario optimization asset and liability modeling for endowments with guarantees
Consiglio, Andrea (contributor); Cocco, Flavio (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536992
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The value of integrative risk management for insurance products with guarantees
Consiglio, Andrea (contributor); Cocco, Flavio (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566867
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Insurance fraud detection : a statistically validated network approach
Tumminello, Michele; Consiglio, Andrea; Vassallo, Pietro; … - In: The journal of risk & insurance 90 (2023) 2, pp. 381-419
Persistent link: https://www.econbiz.de/10014307558