IRIS
CECI, Claudia
 Distribuzione geografica
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Continente #
NA - Nord America 1.562
EU - Europa 1.418
AS - Asia 742
SA - Sud America 3
Continente sconosciuto - Info sul continente non disponibili 2
Totale 3.727
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Nazione #
US - Stati Uniti d'America 1.550
IT - Italia 350
CN - Cina 287
UA - Ucraina 254
SG - Singapore 234
IE - Irlanda 212
GB - Regno Unito 164
FR - Francia 120
TR - Turchia 109
DE - Germania 97
SE - Svezia 92
IN - India 80
FI - Finlandia 47
RU - Federazione Russa 35
JP - Giappone 19
AT - Austria 14
BE - Belgio 10
CA - Canada 8
ES - Italia 7
VN - Vietnam 7
NL - Olanda 6
HU - Ungheria 4
MX - Messico 4
BR - Brasile 3
EU - Europa 2
IL - Israele 2
IR - Iran 2
AL - Albania 1
CZ - Repubblica Ceca 1
GR - Grecia 1
HR - Croazia 1
KW - Kuwait 1
LU - Lussemburgo 1
PK - Pakistan 1
RO - Romania 1
Totale 3.727
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Città #
Chandler 320
Jacksonville 272
Dublin 206
Singapore 200
Princeton 118
Southend 108
Nanjing 89
Izmir 73
Rome 66
Ann Arbor 62
Dearborn 50
Nanchang 48
Wilmington 48
Cambridge 44
Santa Clara 40
Altamura 37
Beijing 28
Milan 25
Redwood City 24
Woodbridge 22
Shenyang 19
Napoli 18
Ashburn 16
Francavilla Al Mare 14
Vienna 14
Hebei 13
Kunming 13
Rieti 13
Boardman 12
Los Angeles 12
Changsha 11
Tianjin 11
Brussels 10
Falls Church 10
Hangzhou 10
New York 9
Bolzano Vicentino 8
Helsinki 8
London 8
Paris 8
Auburn Hills 7
Dong Ket 7
Hefei 7
Le Pré-saint-gervais 7
Norwalk 7
Seattle 7
Toronto 7
Jinan 6
Padova 6
San Mateo 6
Como 5
Dresden 5
Gröbenzell 5
Houston 5
Munich 5
Sevilla 5
Sundbyberg 5
Augusta 4
Bielefeld 4
Bologna 4
Grevenbroich 4
Jiaxing 4
Lanzhou 4
Leawood 4
Lennestadt 4
Lucca 4
Ningbo 4
Schio 4
Shanghai 4
Amsterdam 3
Changchun 3
Chemnitz 3
Chennai 3
Fuzhou 3
Metz 3
Moscow 3
Neuss 3
Orange 3
Pescara 3
Southampton 3
Washington 3
Ameno 2
Berlin 2
Brescia 2
College Station 2
Cottbus 2
El Segundo 2
Freiburg 2
Giulianova 2
Guangzhou 2
Guido 2
Isernia 2
Le Mans 2
Lecce 2
Madrid 2
Menlo Park 2
North Bergen 2
Oxford 2
San Francisco 2
Stockholm 2
Totale 2.341
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Nome #
Optimal proportional reinsurance and investment for stochastic factor models 134
Unit-linked life insurance policies: Optimal hedging in partially observable market models 127
Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives 108
FILTERING OF A MARKOV JUMP PROCESS WITH COUNTING OBSERVATIONS 96
Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models 96
NONLINEAR FILTERING FOR JUMP DIFFUSION OBSERVATIONS 94
THE FILTERING PROBLEM OF A BRANCHING PROCESS GIVEN ITS SPLIT TIMES 92
REGULARITY OF THE VALUE FUNCTION AND VISCOSITY SOLUTIONS IN OPTIMAL STOPPING PROBLEMS FOR GENERAL MARKOV PROCESSES 89
CONDITIONAL LAW OF A BRANCHING PROCESS OBSERVING A SUBPOPULATION 87
WEALTH OPTIMIZATION AND DUAL PROBLEMS FOR JUMP STOCK DYNAMICS WITH STOCHASTIC FACTOR 87
Local risk-minimization under restricted information on asset prices 87
UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS 85
A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH 83
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 81
MIXED OPTIMAL STOPPING AND STOCHASTIC CONTROL PROBLEMS WITH SEMICONTINUOUS FINAL REWARD FOR DIFFUSION PROCESSES 80
BSDEs under partial information and financial applications 79
Option hedging for high frequency data models 77
CONTROLLED PARTIALLY OBSERVED JUMP PROCESSES: DYNAMICS DEPENDENT ON THE OBSERVED HISTORY 76
SOME RESULTS ABOUT STOPPING TIMES ON THE MARKED TREE SPACE 75
Utility-based hedging and pricing with a nontraded asset for jump processes 75
A Benchmark Approach to Risk-Minimization under Partial Information 75
The Follmer-Schweizer decomposition under incomplete information 75
Nonlinear Filtering Equation of a Jump Process with Counting Observations 74
Indifference pricing of pure endowments via BSDEs under partial information 74
UTILITY INDIFFERENCE VALUATION FOR JUMP RISKY ASSETS 73
AN OPTIMAL STOPPING PROBLEM ARISING FROM A DECISION MODEL WITH MANY AGENTS 73
The Zakai equation of nonlinear filtering for jump-diffusion observation: existence and uniqueness 73
PARTIALLY OBSERVED CONTROL OF A MARKOV JUMP PROCESS WITH COUNTING OBSERVATIONS: EQUIVALENCE WITH THE SEPARATED PROBLEM 72
RISK MINIMIZING HEDGING FOR A PARTIALLY OBSERVED HIGH FREQUENCY DATA MODEL 71
Recent advances in nonlinear filtering with a financial application to derivatives hedging under incomplete information 71
OPTIMAL CONTROL AND FILTERING OF THE REPRODUCTION LAW OF A BRANCHING PROCESS 70
EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED JUMP PROCESSES 69
An Approximation Method for Controlled Discrete Jump Processes Under Partial Observations 68
OPTIMAL DESIGN IN NONPARAMETRIC LIFE TESTING 67
An estimate of the approximation error in the filtering of a discrete jump process 66
An HJB approach to exponential utility maximization for jump processes 66
Controlled trees 63
Optimal reduction of public debt under partial observation of the economic growth 62
MODELLING A MULTITYPE BRANCHING BROWNIAN MOTION: FILTERING OF A MEASURE-VALUED PROCESS 59
UNE PROPRIETE FORTE DE BRANCHEMENTS 59
Value adjustments and dynamic hedging of reinsurance counterparty risk 59
Optimal stopping problems with discontinuous reward: Regularity of the value function and viscosity solutions 58
Pricing for geometric marked point processes under partial information: entropy approach 58
A BSDE-based approach for the optimal reinsurance problem under partial information 56
null 48
MULTITYPE BRANCHING PROCESSES OBSERVING PARTICLES OF A GIVEN TYPE 45
null 45
Modelling the industrial production of electric and gas utilities through a stochastic three-factor model 45
null 43
Optimal Reinsurance Problem under Fixed Cost and Exponential Preferences 42
null 37
GKW representation theorem under restricted information. An application to risk-minimization 25
OPTIMAL REINSURANCE AND INVESTMENT UNDER COMMON SHOCK DEPENDENCE BETWEEN FINANCIAL AND ACTUARIAL MARKETS 25
A Stochastic Control Approach to Public Debt Management 22
Regulations hindering or enabling digital innovation? 21
Optimal investment problems with marked point stock dynamics 19
Optimal stopping of branching brownian motion: an estimation about the smallest optimal stopping time 16
Optimal investment-consumption for partially observed jump-diffusions 8
Totale 3.860
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Categoria #
all - tutte 15.765
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 15.765
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020246 0 0 0 0 0 0 71 50 11 19 87 8
2020/2021432 57 3 73 9 52 74 15 11 30 45 48 15
2021/2022402 9 12 11 16 39 16 16 22 23 48 83 107
2022/2023808 78 98 31 96 89 146 41 50 121 12 30 16
2023/2024227 16 11 19 10 10 70 62 2 1 7 0 19
2024/2025378 46 169 117 10 9 23 4 0 0 0 0 0
Totale 3.860