3
H index
2
i10 index
56
Citations
gabriele stabile : Citation Profile
"Sapienza" Università di Roma | RESEARCH PRODUCTION: 10 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2006 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with gabriele stabile. | Is cited by:
| Cites to:
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Main data
Where gabriele stabile has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance and Stochastics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 4 |
Recent works citing gabriele stabile (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The rough Hawkes process. (2023). Scalas, Enrico ; Chen, Maggie ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023007. Full description at Econpapers || Download paper |
| 2023 | A mutually exciting rough jump diffusion for financial modelling. (2023). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023011. Full description at Econpapers || Download paper |
| 2023 | A State-Dependent Dual Risk Model. (2015). Zhu, Lingjiong. In: Papers. RePEc:arx:papers:1510.03920. Full description at Econpapers || Download paper |
| 2023 | Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2212.05317. Full description at Econpapers || Download paper |
| 2023 | On an Optimal Stopping Problem with a Discontinuous Reward. (2023). Vachon, Marie-Claude ; MacKay, Anne. In: Papers. RePEc:arx:papers:2311.03538. Full description at Econpapers || Download paper |
| 2023 | Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2311.12169. Full description at Econpapers || Download paper |
| 2024 | Consumption Descision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:671. Full description at Econpapers || Download paper |
| 2023 | Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:683. Full description at Econpapers || Download paper |
| 2023 | The Cramér-Lundberg model with a fluctuating number of clients. (2023). Mandjes, Michel ; Braunsteins, Peter. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:1-22. Full description at Econpapers || Download paper |
| 2024 | Optimal annuitization and asset allocation under linear habit formation. (2024). Ma, Xingjian ; Liang, Zongxia ; Guan, Guohui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:176-191. Full description at Econpapers || Download paper |
| 2023 | An expansion formula for Hawkes processes and application to cyber-insurance derivatives. (2023). Rosenbaum, Mathieu ; Reveillac, Anthony ; Hillairet, Caroline. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:160:y:2023:i:c:p:89-119. Full description at Econpapers || Download paper |
Works by gabriele stabile:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Optimal Dynamic Procurement Policies for a Storable Commodity with L\evy Prices and Convex Holding Costs In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs.(2015) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2018 | On the free boundary of an annuity purchase In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2019 | On the free boundary of an annuity purchase.(2019) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2021 | An analytical study of participating policies with minimum rate guarantee and surrender option In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | An analytical study of participating policies with minimum rate guarantee and surrender option.(2022) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2024 | On variable annuities with surrender charges In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 3 |
| 2015 | Underperformance Fees and Manager¡¯s Portfolio Risk Taking In: International Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
| 2018 | Tax compliance with uncertain income: a stochastic control model In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2010 | Risk Processes with Non-stationary Hawkes Claims Arrivals In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 31 |
| 2020 | Sub-optimal investment for insurers In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2006 | OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team