Access Statistics for Andrea Consiglio

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset and Liability Modeling for Participating Policies with Guarantees 0 0 1 288 0 0 4 660
Desinging Guarantee Options in Defined Contributions Pension Plans 0 0 0 8 0 0 0 31
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 3 3 4 43
Pricing sovereign contingent convertible debt 0 0 0 13 0 0 2 46
Pricing the Option to Surrender in Incomplete Markets 0 0 1 62 0 0 2 148
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 30 1 1 4 83
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 1 75 0 1 5 148
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 1 1 2 56
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 272 1 2 3 553
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 3 3 4 566
Total Working Papers 0 0 3 984 9 11 30 2,334

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A model for designing callable bonds and its solution using tabu search 0 0 0 33 1 2 3 100
A parsimonious model for generating arbitrage-free scenario trees 0 0 1 7 1 1 3 43
A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices 0 0 0 5 2 3 3 45
A stochastic programming model for the optimal issuance of government bonds 0 0 0 4 1 2 2 16
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 2 5 6 233
Asset and liability modelling for participating policies with guarantees 0 0 0 38 0 0 0 99
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 1 1 1 1 2 13
Designing and pricing guarantee options in defined contribution pension plans 0 0 0 8 2 2 3 44
Evaluation of insurance products with guarantee in incomplete markets 0 0 0 22 0 0 1 114
How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders 0 0 0 20 0 1 2 73
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 2 2 7 47
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 3 18 1 1 6 83
Pricing the Option to Surrender in Incomplete Markets 0 0 0 7 2 2 3 49
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 20 2 3 4 101
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 3 4 6 25
Scenario optimization asset and liability modelling for individual investors 0 1 1 5 2 3 8 43
www.Personal_Asset_Allocation 0 0 0 5 1 1 5 49
Total Journal Articles 0 1 6 276 23 33 64 1,177
1 registered items for which data could not be found
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Statistics updated 2025-11-08