Citation profile for Flavia Barsotti

Flavia Barsotti : Citation Profile

Università degli Studi di Firenze

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 0
   Journals where Flavia Barsotti has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (7.69 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba819
   Updated: 2024-04-18    RAS profile: 2024-02-08
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Flavia Barsotti.

Is cited by:

Hilpert, Christian (1)

Gründl, Helmut (1)

Kubitza, Christian (1)

Cites to:

Hansen, Peter (11)

Shephard, Neil (11)

Leland, Hayne (10)

Lunde, Asger (9)

merton, robert (8)

de Vries, Casper (5)

Loisel, Stéphane (4)

Hartmann, Philipp (4)

Straetmans, Stefan (4)

Akahori, Jiro (3)

Mancino, Maria Elvira (3)

Main data

Where Flavia Barsotti has published?

Working Papers Series with more than one paper published	# docs
Working Papers - Mathematical Economics / Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa	4
Papers / arXiv.org	2

Recent works citing Flavia Barsotti (2024 and 2023)

Year	Title of citing document
2023	Surrender contagion in life insurance. (2023). Schaefer, Mick ; Lavasani, Aidin Miri ; Hilpert, Christian ; Cheng, Chunli. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479. Full description at Econpapers \|\| Download paper
2023	The GMWB guarantee embedded in Life Insurance Contracts: Fair Value Pricing Problem. (2023). Abid, Ilyes ; Naoui, Kamel ; Hamdi, Haykel ; Mrad, Fatma. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005062. Full description at Econpapers \|\| Download paper

Works by Flavia Barsotti:

Year	Title	Type	Cited
2017	The Value of Timing Risk In: Papers. [Full Text][Citation analysis]	paper	0
2018	Asymptotic Static Hedge via Symmetrization In: Papers. [Full Text][Citation analysis]	paper	0
2012	The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model In: Economic Notes. [Full Text][Citation analysis]	article	1
2016	Lapse risk in life insurance: Correlation and contagion effects among policyholders’ behaviors In: Insurance: Mathematics and Economics. [Full Text][Citation analysis]	article	9
2016	Lapse risk in life insurance: correlation and contagion effects among policyholders behaviors.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9	paper
2015	Performance and determinants of the Merton structural model: Evidence from hedging coefficients In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	1
2014	Estimating the transition matrix of a Markov chain observed at random times In: Statistics & Probability Letters. [Full Text][Citation analysis]	article	0
2010	Debt Value and Capital Structure with Firms Net Cash Payouts In: Working Papers - Mathematical Economics. [Full Text][Citation analysis]	paper	0
2011	Corporate Debt Value with Switching Tax Benefits and Payouts In: Working Papers - Mathematical Economics. [Full Text][Citation analysis]	paper	0
2012	Optimal Capital Structure with Endogenous Default and Volatility Risk In: Working Papers - Mathematical Economics. [Full Text][Citation analysis]	paper	1
2012	Microstructure effect on firmâ€™s volatility risk In: Working Papers - Mathematical Economics. [Full Text][Citation analysis]	paper	0
2016	Market Microstructure Effects on Firm Default Risk Evaluation In: Econometrics. [Full Text][Citation analysis]	article	0
2023	Hedging error as generalized timing risk In: Quantitative Finance. [Full Text][Citation analysis]	article	0