Alessandro Staino

According to our database, Alessandro Staino authored at least 7 papers between 2007 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint.

Alessandro Staino, Emilio Russo, Massimo Costabile, Arturo Leccadito

Comput. Manag. Sci., December, 2023

Lattice-based model for pricing contingent claims under mixed fractional Brownian motion.

Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino

Commun. Nonlinear Sci. Numer. Simul., April, 2023

2021

A lattice approach to evaluate participating policies in a stochastic interest rate framework.

Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino

J. Comput. Appl. Math., 2021

2020

Nested Conditional Value-at-Risk portfolio selection: A model with temporal dependence driven by market-index volatility.

Alessandro Staino, Emilio Russo

Eur. J. Oper. Res., 2020

2015

A moment-matching method to generate arbitrage-free scenarios.

Alessandro Staino, Emilio Russo

Eur. J. Oper. Res., 2015

2012

A stochastic programming model for the optimal issuance of government bonds.

Andrea Consiglio, Alessandro Staino

Ann. Oper. Res., 2012

2007

Discrete Time Portfolio Selection with Lévy Processes.

Cesarino Bertini, Sergio Ortobelli Lozza, Alessandro Staino

Proceedings of the Intelligent Data Engineering and Automated Learning, 2007