gabriele stabile : Citation Profile

"Sapienza" Università di Roma

3

H index

2

i10 index

67

Citations

RESEARCH PRODUCTION:

10

Articles

4

Papers

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 3
   Journals where gabriele stabile has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 5 (6.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst1020
   Updated: 2025-12-27    RAS profile: 2024-10-10    
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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)

Ballotta, Laura (1)

Escobar Anel, Marcos (1)

Cites to:

Dzhumashev, Ratbek (5)

Gahramanov, Emin (3)

Erard, Brian (3)

Cerqueti, Roy (3)

Siu, Tak Kuen (2)

Dufrénot, Gilles (2)

Brown, Jeffrey (2)

Milevsky, Moshe (2)

Ferrari, Giorgio (2)

Riedel, Frank (2)

Yitzhaki, Shlomo (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.org4

Recent works citing gabriele stabile (2025 and 2024)

YearTitle of citing document
2025On an Optimal Stopping Problem with a Discontinuous Reward. (2023). Vachon, Marie-Claude ; MacKay, Anne. In: Papers. RePEc:arx:papers:2311.03538.

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2024Functional Limit Theorems for Hawkes Processes. (2024). Xu, Wei ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2401.11495.

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2025Optimal Annuitization with stochastic mortality: Piecewise Deterministic Mortality Force. (2025). Stabile, Gabriele ; Buttarazzi, Matteo ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:2509.13091.

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2024On a Merton Problem with Irreversible Healthcare Investment. (2024). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:671.

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2025Optimal investment-withdrawal strategy for variable annuities under a performance fee structure. (2025). Feng, Runhuan ; Hin, Kenneth Tsz ; Jing, Xiaochen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001957.

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2025Multivariate additive subordination with applications in finance. (2025). Ballotta, Laura ; Amici, Giovanni ; Semeraro, Patrizia. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:1004-1020.

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2024Fee structure and equity fund manager’s optimal locking in profits strategy. (2024). Dickinson, David ; Zhan, Yaosong ; Liu, Zhenya. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400543x.

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2024Optimal annuitization and asset allocation under linear habit formation. (2024). Liang, Zongxia ; Ma, Xingjian ; Guan, Guohui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:176-191.

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2024Sample path moderate deviations for shot noise processes in the high intensity regime. (2024). Anugu, Sumith Reddy ; Pang, Guodong. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:176:y:2024:i:c:s0304414924001388.

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2025Exact asymptotics of ruin probabilities with linear Hawkes arrivals. (2025). Palmowski, Zbigniew ; Pojer, Simon ; Thonhauser, Stefan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:182:y:2025:i:c:s0304414925000109.

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2025Modelling Insurance Claims During Financial Crises: A Systemic Approach. (2025). Mar, Eben ; Agana, Francis. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:6:p:307-:d:1672343.

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2025Optimal strategies of regular-singular mean-field delayed stochastic differential games. (2025). Wu, Jinbiao ; Lu, Jun ; Yang, Bixuan. In: Annals of Operations Research. RePEc:spr:annopr:v:344:y:2025:i:1:d:10.1007_s10479-024-06399-2.

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2025Editorial A Tribute to Professor Geoffrey Alan Hawkes (19 September 1938–9 November 2023). (2025). Chen, Jing. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:30:y:2025:i:1:d:10.1007_s13253-024-00661-7.

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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]		paper3
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: 3		article
2018On the free boundary of an annuity purchase In: Papers.
[Full Text][Citation analysis]		paper9
2019On the free boundary of an annuity purchase.(2019) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2021An analytical study of participating policies with minimum rate guarantee and surrender option In: Papers.
[Full Text][Citation analysis]		paper3
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: 3		article
2024On variable annuities with surrender charges In: Papers.
[Full Text][Citation analysis]		paper0
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]		article2
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]		article34
2020Sub-optimal investment for insurers In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article0
2005Lundberg parameters for non standard risk processes In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article1
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]		article12

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