gabriele stabile
Names
| first: | gabriele |
| last: | stabile |
Identifer
| RePEc Short-ID: | pst1020 |
Contact
Affiliations
-
"Sapienza" Università di Roma
/ Facoltà di Economia
/ Dipartimento di Metodi e modelli per l'economia, il territorio e la finanza (MEMOTEF)
- EDIRC entry
- location:
Research profile
author of:
- Optimal Dynamic Procurement Policies for a Storable Commodity with L\'evy Prices and Convex Holding Costs (RePEc:arx:papers:1409.0665)
by Maria B. Chiarolla & Giorgio Ferrari & Gabriele Stabile - On the free boundary of an annuity purchase (RePEc:arx:papers:1707.09494)
by Tiziano De Angelis & Gabriele Stabile - An analytical study of participating policies with minimum rate guarantee and surrender option (RePEc:arx:papers:2004.06982)
by Maria B. Chiarolla & Tiziano De Angelis & Gabriele Stabile - On variable annuities with surrender charges (RePEc:arx:papers:2405.02115)
by Tiziano De Angelis & Alessandro Milazzo & Gabriele Stabile - Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (RePEc:eee:ejores:v:247:y:2015:i:3:p:847-858)
by Chiarolla, Maria B. & Ferrari, Giorgio & Stabile, Gabriele - Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions (RePEc:eee:stapro:v:80:y:2010:i:15-16:p:1200-1209)
by Stabile, Gabriele & Torrisi, Giovanni Luca - Underperformance Fees and Manager¡¯s Portfolio Risk Taking (RePEc:jfr:ijfr11:v:6:y:2015:i:1:p:79-89)
by Gabriele Stabile - Tax compliance with uncertain income: a stochastic control model (RePEc:spr:annopr:v:261:y:2018:i:1:d:10.1007_s10479-017-2618-9)
by Gaetano T. Spartà & Gabriele Stabile - On the free boundary of an annuity purchase (RePEc:spr:finsto:v:23:y:2019:i:1:d:10.1007_s00780-018-00379-8)
by Tiziano Angelis & Gabriele Stabile - An analytical study of participating policies with minimum rate guarantee and surrender option (RePEc:spr:finsto:v:26:y:2022:i:2:d:10.1007_s00780-022-00471-0)
by Maria B. Chiarolla & Tiziano Angelis & Gabriele Stabile - Risk Processes with Non-stationary Hawkes Claims Arrivals (RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9110-6)
by Gabriele Stabile & Giovanni Luca Torrisi - Sub-optimal investment for insurers (RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4298-4312)
by Michele Longo & Gabriele Stabile - Lundberg parameters for non standard risk processes (RePEc:taf:sactxx:v:2005:y:2005:i:6:p:417-432)
by Claudio Macci & Gabriele Stabile & Giovanni Luca Torrisi - Optimal Timing Of The Annuity Purchase: Combined Stochastic Control And Optimal Stopping Problem (RePEc:wsi:ijtafx:v:09:y:2006:i:02:n:s0219024906003524)
by Gabriele Stabile