| Risk processes with non-stationary Hawkes claims arrivals G Stabile, GL Torrisi Methodology and Computing in Applied Probability 12, 415-429, 2010 | 106 | 2010 |
| Optimal timing of the annuity purchase: combined stochastic control and optimal stopping problem G Stabile International Journal of Theoretical and Applied Finance 9 (02), 151-170, 2006 | 58 | 2006 |
| On Lipschitz continuous optimal stopping boundaries T De Angelis, G Stabile SIAM Journal on Control and Optimization 57 (1), 402-436, 2019 | 33 | 2019 |
| Lundberg parameters for non standard risk processes C Macci, G Stabile, G Luca Torrisi Scandinavian Actuarial Journal 2005 (6), 417-432, 2005 | 26 | 2005 |
| Time series analysis of geological data G Cimino, G Del Duce, LK Kadonaga, G Rotundo, A Sisani, G Stabile, ... Chemical geology 161 (1-3), 253-270, 1999 | 25 | 1999 |
| On the free boundary of an annuity purchase T De Angelis, G Stabile Finance and Stochastics 23 (1), 97-137, 2019 | 18 | 2019 |
| Large deviations for risk processes with reinsurance C Macci, G Stabile Journal of applied probability 43 (3), 713-728, 2006 | 14 | 2006 |
| Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions G Stabile, GL Torrisi Statistics & probability letters 80 (15-16), 1200-1209, 2010 | 10 | 2010 |
| Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs MB Chiarolla, G Ferrari, G Stabile European Journal of Operational Research 247 (3), 847-858, 2015 | 9 | 2015 |
| Stochastic and deterministic methods in the analysis of the δ18O record in the core V28-239 HJ Giese, S Albeverio, G Stabile Chemical geology 161 (1-3), 271-289, 1999 | 9 | 1999 |
| Pension planning under transaction costs M Chiarolla, M Longo, G Stabile In Proceedings of the 8th IME Conference, 2004 | 5 | 2004 |
| An analytical study of participating policies with minimum rate guarantee and surrender option MB Chiarolla, T De Angelis, G Stabile Finance and Stochastics 26 (2), 173-216, 2022 | 3 | 2022 |
| Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions D Petturiti, G Stabile, B Vantaggi International Journal of Approximate Reasoning 161, 108986, 2023 | 2 | 2023 |
| Tax compliance with uncertain income: a stochastic control model GT Spartà, G Stabile Annals of Operations Research 261, 289-301, 2018 | 2 | 2018 |
| Underperformance Fees and Manager¡¯ s Portfolio Risk Taking G Stabile International Journal of Financial Research 6 (1), 79-89, 2015 | 2 | 2015 |
| Asymptotic results for exit probabilities of stochastic processes governed by an integral type rate function M Abundo, C Macci, G Stabile Prob Math Statis 32 (1), 25-39, 2012 | 2 | 2012 |
| Addressing ambiguity in randomized reinsurance contracts using belief functions D Petturiti, G Stabile, B Vantaggi International Conference on Belief Functions, 286-296, 2022 | 1 | 2022 |
| Sub-optimal investment for insurers M Longo, G Stabile Communications in Statistics-Theory and Methods 49 (17), 4298-4312, 2020 | 1 | 2020 |
| Asymptotic estimates of exit probabilities for small noise diffusions M Abundo, C Macci, G Stabile | 1 | 2008 |
| Bounds for Lundberg parameters of non standard multivariate risk processes C Macci, G Stabile, GL Torrisi | 1 | 2004 |
