| Copula methods in finance U Cherubini, E Luciano, W Vecchiato John Wiley & Sons, 2004 | 3093 | 2004 |
| An exact solution to a dynamic portfolio choice problem under transactions costs B Dumas, E Luciano The Journal of Finance 46 (2), 577-595, 1991 | 568 | 1991 |
| A multivariate jump-driven financial asset model E Luciano, W Schoutens Quantitative finance 6 (5), 385-402, 2006 | 249 | 2006 |
| Bivariate option pricing with copulas U Cherubini, E Luciano Applied Mathematical Finance 9 (2), 69-85, 2002 | 224 | 2002 |
| Value‐at‐risk Trade‐off and Capital Allocation with Copulas U Cherubini, E Luciano Economic notes 30 (2), 235-256, 2001 | 141 | 2001 |
| Non mean reverting affine processes for stochastic mortality E Luciano, E Vigna ICER Applied Mathematics Working Paper, 2005 | 134 | 2005 |
| Mortality risk via affine stochastic intensities: calibration and empirical relevance E Luciano, E Vigna | 115 | 2008 |
| Multivariate time changes for Lévy asset models: Characterization and calibration E Luciano, P Semeraro Journal of Computational and Applied Mathematics 233 (8), 1937-1953, 2010 | 112 | 2010 |
| Modelling stochastic mortality for dependent lives E Luciano, J Spreeuw, E Vigna Insurance: Mathematics and Economics 43 (2), 234-244, 2008 | 109 | 2008 |
| VaR as a risk measure for multiperiod static inventory models E Luciano, L Peccati, DM Cifarelli International Journal of Production Economics 81, 375-384, 2003 | 86 | 2003 |
| W. Vecchiato (2004). Copula methods in Finance U Cherubini, E Luciano WileyFinance, West Sussex, England, 2004 | 82 | 2004 |
| Delta–gamma hedging of mortality and interest rate risk E Luciano, L Regis, E Vigna Insurance: Mathematics and Economics 50 (3), 402-412, 2012 | 71 | 2012 |
| Guarantees, leverage, and taxes E Luciano, G Nicodano The Review of Financial Studies 27 (9), 2736-2772, 2014 | 67 | 2014 |
| Mortality surface by means of continuous time cohort models P Jevtić, E Luciano, E Vigna Insurance: Mathematics and Economics 53 (1), 122-133, 2013 | 65 | 2013 |
| Single‐and Cross‐Generation Natural Hedging of Longevity and Financial Risk E Luciano, L Regis, E Vigna Journal of Risk and Insurance 84 (3), 961-986, 2017 | 50 | 2017 |
| On the (in-) dependence between financial and actuarial risks J Dhaene, A Kukush, E Luciano, W Schoutens, B Stassen Insurance: Mathematics and Economics 52 (3), 522-531, 2013 | 46 | 2013 |
| Capital structure and inventory management:: The temporary sale price problem E Luciano, L Peccati International Journal of Production Economics 59 (1-3), 169-178, 1999 | 42 | 1999 |
| Life insurance ownership by Italian households: A gender-based differences analysis E Luciano, JF Outreville, M Rossi The Geneva Papers on Risk and Insurance-Issues and Practice 41, 468-490, 2016 | 41 | 2016 |
| Single and joint default in a structural model with purely discontinuous asset prices F Fiorani, E Luciano, P Semeraro Quantitative Finance 10 (3), 249-263, 2010 | 41 | 2010 |
| Dependence calibration and portfolio fit with factor-based subordinators E Luciano, M Marena, P Semeraro Quantitative Finance 16 (7), 1037-1052, 2016 | 36 | 2016 |
