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1

Delta–Gamma hedging of mortality and interest rate risk

Elisa Luciano, Luca Regis, Elena Vigna

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 319 KB

english, 2012

2

A Value at Risk Approach to Background Risk

Elisa Luciano, Robert Kast

Journal:

The GENEVA Risk and Insurance Review

Year:

2001

Language:

english

File:

PDF, 205 KB

english, 2001

3

Risk Analysis and Portfolio Modelling

Allen, David Edmund, Luciano, Elisa

Journal:

Journal of Risk and Financial Management

Year:

2019

Language:

english

File:

PDF, 177 KB

english, 2019

4

At the Root of the Wood Wide Web

Giovannetti, Manuela, Avio, Luciano, Fortuna, Paola, Pellegrino, Elisa, Sbrana, Cristiana, Strani, Patrizia

Journal:

Plant Signaling & Behavior

Year:

2006

Language:

english

File:

PDF, 450 KB

english, 2006

5

A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE

LUCIANO, ELISA, SEMERARO, PATRIZIA

Journal:

International Journal of Theoretical and Applied Finance

Year:

2010

Language:

english

File:

PDF, 342 KB

english, 2010

6

3D printed concrete for large-scale buildings: An overview of rheology, printing parameters, chemical admixtures, reinforcements, and economic and environmental prospects

Souza, Marcelo Tramontin, Ferreira, Igor Maia, Guzi de Moraes, ElisÃ¢ngela, Senff, Luciano, Novaes de Oliveira, Antonio Pedro

Journal:

Journal of Building Engineering

Year:

2020

File:

PDF, 6.00 MB

2020

7

Modelling stochastic mortality for dependent lives

Elisa Luciano, Jaap Spreeuw, Elena Vigna

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 2.76 MB

english, 2008

8

Value-at-risk Trade-off and Capital Allocation with Copulas

Umberto Cherubini, Elisa Luciano

Journal:

Year:

2001

Language:

english

File:

PDF, 348 KB

english, 2001

9

Matrizes progressivas coloridas de Raven - escala especial: normas para Porto Alegre, RS

Bandeira, Denise Ruschel, Alves, Irai Cristina Boccato, Giacomel, Angélica Elisa, Lorenzatto, Luciano

Journal:

Psicologia em Estudo

Year:

2004

File:

PDF, 71 KB

2004

10

Concurrent validation of the MABC-2 Motor Tests and MABC-2 Checklist according to the Developmental Coordination Disorder Questionnaire-BR

Capistrano, Renata, Ferrari, Elisa Pinheiro, Souza, Luciano Portes de, Beltrame, Thais Silva, Cardoso, Fernando Luiz

Journal:

Motriz Revista de Educação Física

Year:

2015

File:

PDF, 407 KB

2015

11

Dynamic value at risk under optimal and suboptimal portfolio policies

Gianluca Fusai, Elisa Luciano

Journal:

European Journal of Operational Research

Year:

2001

Language:

english

File:

PDF, 276 KB

english, 2001

12

A Value at Risk Approach to Background Risk

ELISA LUCIANO and ROBERT KAST

Journal:

The GENEVA Papers on Risk and Insurance - Theory

Year:

2001

Language:

english

File:

PDF, 1.80 MB

english, 2001

13

Low-Rate Repetitive Nerve Stimulation Protocol in an Italian Cohort of Patients Affected by Recessive Myotonia Congenita

Modoni, Anna, DʼAmico, Adele, Dallapiccola, Bruno, Mereu, Maria Lucia, Merlini, Luciano, Pagliarani, Serena, Pisaneschi, Elisa, Silvestri, Gabriella, Torrente, Isabella, Valente, Enza Maria, Lo Monaco

Journal:

Journal of Clinical Neurophysiology

Year:

2011

Language:

english

File:

PDF, 244 KB

english, 2011

14

An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs

Bernard Dumas and Elisa Luciano

Journal:

The Journal of Finance

Year:

1991

Language:

english

File:

PDF, 519 KB

english, 1991

15

Copula Methods in Finance (Cherubini/Copula) || Market Comovements and Copula Families

Cherubini, Umberto, Luciano, Elisa, Vecchiato, Walter

Year:

2004

Language:

english

File:

PDF, 490 KB

english, 2004

16

Copula Methods in Finance (Cherubini/Copula) || Derivatives Pricing, Hedging and Risk Management: The State of the Art

Cherubini, Umberto, Luciano, Elisa, Vecchiato, Walter

Year:

2004

Language:

english

File:

PDF, 269 KB

english, 2004

17

Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities

Luciano, Elisa, Spreeuw, Jaap, Vigna, Elena

Journal:

Year:

2016

Language:

english

File:

PDF, 396 KB

english, 2016

18

Crimean-Congo Hemorrhagic Fever Virus Genome in Tick from Migratory Bird, Italy

Mancuso, Elisa, Toma, Luciano, Polci, Andrea, d’Alessio, Silvio G., Di Luca, Marco, Orsini, Massimiliano, Di Domenico, Marco, Marcacci, Maurilia, Mancini, Giuseppe, Spina, Fernando, Goffredo, Maria, M

Journal:

Emerging Infectious Diseases

Year:

2019

Language:

english

File:

PDF, 579 KB

english, 2019

19

Cycles optimization: The equivalent annuity and the NPV approaches

Elisa Luciano, Lorenzo Peccati

Journal:

International Journal of Production Economics

Year:

2001

Language:

english

File:

PDF, 178 KB

english, 2001

20

Capital structure and inventory management:: The temporary sale price problem

Elisa Luciano, Lorenzo Peccati

Journal:

International Journal of Production Economics

Year:

1999

Language:

english

File:

PDF, 125 KB

english, 1999

21

Copulae as a new tool in financial modelling

Elisa Luciano, Marina Marena

Journal:

Operational Research

Year:

2002

Language:

english

File:

PDF, 831 KB

english, 2002

22

Pricing and Hedging Credit Derivatives with Copulas

Umberto Cherubini, Elisa Luciano

Journal:

Year:

2003

Language:

english

File:

PDF, 428 KB

english, 2003

23

A multivariate jump-driven financial asset model

Luciano, Elisa, Schoutens, Wim

Journal:

Quantitative Finance

Year:

2006

Language:

english

File:

PDF, 747 KB

english, 2006

24

Mortality surface by means of continuous time cohort models

Jevtić, Petar, Luciano, Elisa, Vigna, Elena

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 1.71 MB

english, 2013

25

Phosphorus in Digestate-Based Compost: Chemical Speciation and Plant-Availability

Grigatti, Marco, Boanini, Elisa, Cavani, Luciano, Ciavatta, Claudio, Marzadori, Claudio

Journal:

Waste and Biomass Valorization

Year:

2015

Language:

english

File:

PDF, 587 KB

english, 2015

26

Single and joint default in a structural model with purely discontinuous asset prices

Fiorani, Filippo, Luciano, Elisa, Semeraro, Patrizia

Journal:

Quantitative Finance

Year:

2010

Language:

english

File:

PDF, 308 KB

english, 2010

27

Life Insurance Ownership by Italian Households: A Gender-Based Differences Analysis

Luciano, Elisa, Outreville, J François, Rossi, Mariacristina

Journal:

Geneva Papers on Risk and Insurance - Issues and Practice

Year:

2016

Language:

english

File:

PDF, 189 KB

english, 2016

28

Pricing Vulnerable Options With Copulas

CHERUBINI, UMBERTO, LUCIANO, ELISA

Journal:

The Journal of Risk Finance

Year:

2003

Language:

english

File:

PDF, 490 KB

english, 2003

29

Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk

Luciano, Elisa, Regis, Luca, Vigna, Elena

Journal:

Journal of Risk and Insurance

Year:

2015

Language:

english

File:

PDF, 161 KB

english, 2015

30

Copula Methods in Finance (Cherubini/Copula) || Multivariate Copulas

Cherubini, Umberto, Luciano, Elisa, Vecchiato, Walter

Year:

2004

Language:

english

File:

PDF, 199 KB

english, 2004

31

Copula Methods in Finance (Cherubini/Copula) || Estimation and Calibration from Market Data

Cherubini, Umberto, Luciano, Elisa, Vecchiato, Walter

Year:

2004

Language:

english

File:

PDF, 453 KB

english, 2004

32

Copula Methods in Finance (Cherubini/Copula) || Bivariate Copula Functions

Cherubini, Umberto, Luciano, Elisa, Vecchiato, Walter

Year:

2004

Language:

english

File:

PDF, 371 KB

english, 2004

33

Thermal and corrosion behavior of as cast Al-Si alloys with rare earth elements

Cardinale, Anna Maria, Macciò, Daniele, Luciano, Giorgio, Canepa, Elisa, Traverso, Pierluigi

Journal:

Journal of Alloys and Compounds

Year:

2016

Language:

english

File:

PDF, 4.58 MB

english, 2016

34

Calibrating risk‐neutral default correlation

Journal:

The Journal of Risk Finance

Year:

2007

Language:

english

File:

PDF, 224 KB

english, 2007

35

First detection of avian influenza virus (H4N7) in Giant Petrel monitored by geolocators in the Antarctic region

de Souza Petersen, Elisa, de Araujo, Jansen, Krüger, Lucas, Seixas, Marina M., Ometto, Tatiana, Thomazelli, Luciano M., Walker, David, Durigon, Edison Luiz, Petry, Maria Virginia

Journal:

Year:

2017

Language:

english

File:

PDF, 2.87 MB

english, 2017

36

Health and Safety at Work: Analysis from the Brazilian Documentary Film Flesh and Bone

Mendes, Luciano, dos Santos, Heliani Berlato, Ichikawa, Elisa Yoshie

Journal:

Safety and Health at Work

Year:

2017

Language:

english

File:

PDF, 1.25 MB

english, 2017

37

Decoupling Standards from Practice: The Impact of In-House Certifications on Coffee Farms’ Environmental and Social Conduct

Giuliani, Elisa, Ciravegna, Luciano, Vezzulli, Andrea, Kilian, Bernard

Journal:

World Development

Year:

2017

Language:

english

File:

PDF, 847 KB

english, 2017

38

The Microbiome of the Prostate Tumor Microenvironment

Cavarretta, Ilaria, Ferrarese, Roberto, Cazzaniga, Walter, Saita, Diego, Lucianò, Roberta, Ceresola, Elisa R., Locatelli, Irene, Visconti, Laura, Lavorgna, Giovanni, Briganti, Alberto, Nebuloni, Manue

Journal:

European Urology

Year:

2017

Language:

english

File:

PDF, 773 KB

english, 2017

39

In Vivo Dopamine Detection and Single Unit Recordings Using Intracortical Glassy Carbon Microelectrode Arrays

Castagnola, Elisa, Winchester Vahidi, Nasim, Nimbalkar, Surabhi, Rudraraju, Srihita, Thielk, Marvin, Zucchini, Elena, Cea, Claudia, Carli, Stefano, Gentner, Timothy Q., Ricci, Davide, Fadiga, Luciano,

Journal:

Year:

2018

Language:

english

File:

PDF, 1017 KB

english, 2018

40

The retina as a window to early dysfunctions of Alzheimer’s disease following studies with a 5xFAD mouse model

Criscuolo, Chiara, Cerri, Elisa, Fabiani, Carlotta, Capsoni, Simona, Cattaneo, Antonino, Domenici, Luciano

Journal:

Neurobiology of Aging

Year:

2018

Language:

english

File:

PDF, 1.10 MB

english, 2018

41

Multiproxy studies of Early Miocene pedogenic calcretes in the Santa Cruz formation of southern Patagonia, Argentina indicate the existence of a warm temperate vegetation adapted to a fluctuating water table

Sol Raigemborn, M., Krapovickas, Verónica, Beilinson, Elisa, Gómez Peral, Lucía E., Zucol, Alejandro F., Zapata, Luciano, Kay, M. Richard F., Susana Bargo, M., Vizcaíno, Sergio F., Sial, Alcides N.

Journal:

Palaeogeography, Palaeoclimatology, Palaeoecology

Year:

2018

Language:

english

File:

PDF, 28.31 MB

english, 2018

42

pHEMA Encapsulated PEDOT-PSS-CNT Microsphere Microelectrodes for Recording Single Unit Activity in the Brain

Castagnola, Elisa, Maggiolini, Emma, Ceseracciu, Luca, Ciarpella, Francesca, Zucchini, Elena, De Faveri, Sara, Fadiga, Luciano, Ricci, Davide

Journal:

Frontiers in Neuroscience

Year:

2016

Language:

english

File:

PDF, 8.72 MB

english, 2016

43

Mechanical Identification of Materials and Structures with Optical Methods and Metaheuristic Optimization

Ficarella, Elisa, Lamberti, Luciano, Degertekin, Sadik Ozgur

Journal:

Year:

2019

Language:

english

File:

PDF, 7.30 MB

english, 2019

44

Biomordants and new alternatives to the sustainable natural fiber dyeings

Pinheiro, Luciano, Kohan, Lais, Duarte, Larissa Oliveira, Garavello, Maria Elisa de Paula Eduardo, Baruque-Ramos, Julia

Journal:

SN Applied Sciences

Year:

2019

Language:

english

File:

PDF, 1.81 MB

english, 2019

45

Apathy in Frontotemporal Dementia is Related to Medial Prefrontal Atrophy and is Independent of Executive Dysfunction

de Andrade BaiÃ£o GonÃ§alves, Simone, Caramelli, Paulo, Mariano, Luciano InÃ¡cio, GuimarÃ£es, Henrique Cerqueira, Gambogi, Leandro Boson, de Paula FranÃ§a Resende, Elisa, Teixeira, AntÃ´nio LÃºcio, de

Journal:

Year:

2020

Language:

english

File:

PDF, 472 KB

english, 2020

46

Folate pathway gene alterations in patients with neural tube defects

Patrizia De Marco, Anna Moroni, Elisa Merello, Raffaella de Franchis, Luciano Andreussi, Richard H. Finnell, Robert C. Barber, Armando Cama, Valeria Capra

Journal:

American Journal of Medical Genetics Part A

Year:

2000

Language:

english

File:

PDF, 269 KB

english, 2000

47

Genomic and transcription studies as diagnostic tools for a prenatal detection of X-linked dilated cardiomyopathy due to a dystrophin gene mutation

Paola Rimessi, Francesca Gualandi, Laurence Duprez, Pietro Spitali, Marcella Neri, Luciano Merlini, Elisa Calzolari, Francesco Muntoni, Alessandra Ferlini

Journal:

American Journal of Medical Genetics Part A

Year:

2005

Language:

english

File:

PDF, 88 KB

english, 2005

48

Familial occurrence of multiple pterygium syndrome: Expression in a heterozygote of the recessive form or variability of the dominant form?

Paolo Prontera, Alberto Sensi, Luciano Merlo, Gianpaolo Garani, Guido Cocchi, Elisa Calzolari

Journal:

American Journal of Medical Genetics Part A

Year:

2006

Language:

english

File:

PDF, 189 KB

english, 2006

49

A novel human fibronectin cryptic sequence unmasked by the insertion of the angiogenesis-associated extra type III domain B

Enrica Balza, Francesca Sassi, Elisa Ventura, Arianna Parodi, Sara Fossati, William Blalock, Barbara Carnemolla, Patrizia Castellani, Luciano Zardi, Laura Borsi

Journal:

International Journal of Cancer

Year:

2009

Language:

english

File:

PDF, 1.11 MB

english, 2009

50

Variation in saponin content during the growing season of spotted medic [Medicago arabica (L.) Huds.]

Luciano Pecetti, Elisa Biazzi, Aldo Tava

Journal:

Journal of the Science of Food and Agriculture

Year:

2010

Language:

english

File:

PDF, 148 KB

english, 2010

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