Elisa Luciano

According to our database, Elisa Luciano authored at least 5 papers between 1999 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Adversarial AI in Insurance: Pervasiveness and Resilience.

Elisa Luciano, Matteo Cattaneo, Ron S. Kenett

CoRR, 2023

2010

Multivariate time changes for Lévy asset models: Characterization and calibration.

Elisa Luciano, Patrizia Semeraro

J. Comput. Appl. Math., 2010

2002

Copulae as a new tool in financial modelling.

Elisa Luciano, Marina Marena

Oper. Res., 2002

2001

Dynamic value at risk under optimal and suboptimal portfolio policies.

Gianluca Fusai, Elisa Luciano

Eur. J. Oper. Res., 2001

1999

Some basic problems in inventory theory: The financial perspective.

Elisa Luciano, Lorenzo A. Peccati

Eur. J. Oper. Res., 1999