gabriele stabile : Citation Profile

Are you gabriele stabile?

"Sapienza" Università di Roma

3

H index

2

i10 index

55

Citations

RESEARCH PRODUCTION:

10

Articles

3

Papers

RESEARCH ACTIVITY:

   16 years (2006 - 2022). See details.
   Cites by year: 3
   Journals where gabriele stabile has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 4 (6.78 %)

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   Permalink: http://citec.repec.org/pst1020
   Updated: 2024-04-18    RAS profile: 2024-01-09    
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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 gabriele stabile.

Is cited by:

Milevsky, Moshe (1)

Scalas, Enrico (1)

Escobar Anel, Marcos (1)

Cites to:

Dzhumashev, Ratbek (5)

Cerqueti, Roy (3)

Gahramanov, Emin (3)

Siu, Tak Kuen (2)

Dufrénot, Gilles (2)

Ferrari, Giorgio (2)

Brown, Jeffrey (2)

Riedel, Frank (2)

Steg, Jan-Henrik (1)

Jørgensen, Peter (1)

Grosen, Anders (1)

Main data

Where gabriele stabile has published?

Journals with more than one article published# docs
Finance and Stochastics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing gabriele stabile (2024 and 2023)

YearTitle of citing document
2023The rough Hawkes process. (2023). Scalas, Enrico ; Chen, Maggie ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023007.

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2023A 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

2023A State-Dependent Dual Risk Model. (2015). Zhu, Lingjiong. In: Papers. RePEc:arx:papers:1510.03920.

Full description at Econpapers || Download paper

2023Consumption 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

2023On 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

2023Optimal 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

2023Optimal 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

2023The 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

2023An 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.

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Works by gabriele stabile:

YearTitleTypeCited
2015Optimal Dynamic Procurement Policies for a Storable Commodity with L\evy Prices and Convex Holding Costs In: Papers.
[Full Text][Citation analysis]		paper1
2015Optimal 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
2018On the free boundary of an annuity purchase In: Papers.
[Full Text][Citation analysis]		paper7
2019On 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
2021An analytical study of participating policies with minimum rate guarantee and surrender option In: Papers.
[Full Text][Citation analysis]		paper2
2022An 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
2010Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article3
2015Underperformance Fees and Manager¡¯s Portfolio Risk Taking In: International Journal of Financial Research.
[Full Text][Citation analysis]		article1
2018Tax compliance with uncertain income: a stochastic control model In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2010Risk Processes with Non-stationary Hawkes Claims Arrivals In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]		article31
2020Sub-optimal investment for insurers In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2006OPTIMAL 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]		article10

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