Elisa Luciano

Finance · 2000–2013

A researcher in the Science corpus: 12 papers; trusts 25 researchers and is trusted by 41 researchers here, as inferred from the citation graph.

Subfields

Whom Elisa Luciano trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Enrico Biffis
  2. M. Dahl
  3. Andrew J. G. Cairns
  4. M. Milevsky
  5. David P. Blake
  6. David X. Li
  7. E. Pitacco
  8. Massimo Marinacci
  9. Luciano Elisa
  10. Rama Cont

Who trusts Elisa Luciano overall

  1. Andrew J. Patton
  2. Christian Genest
  3. C. Savu
  4. V. Fernandez
  5. Yanqin Fan
  6. Brendan K. Beare
  7. Fabrizio Durante
  8. Riadh Aloui
  9. Mark Trede
  10. Eike C. Brechmann

Papers from Elisa Luciano's perspective

Ordered by how strongly the researchers Elisa Luciano trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Mortality derivatives and the option to annuitise
  2. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
  3. Valuation and hedging of life insurance liabilities with systematic mortality risk
  4. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
  5. Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (ASTIN Bulletin: The Journal of the International Actuarial Association)
  6. Affine Processes for Dynamic Mortality and Actuarial Valuations
  7. A Poisson log-bilinear regression approach to the construction of projected lifetables
  8. The Fine Structure of Asset Retums : An Empirical Investigation '
  9. Securitization of Life Insurance Assets and Liabilities
  10. Survival models in a dynamic context: a survey

Their papers