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Titolo Data di pubblicazione Autori Tipo File Abstract
Worst VaR scenarios 2005 G. Puccetti + Article (author) -
Bounds for functions of dependent risks 2006 G. Puccetti + Article (author) -
Bounds for functions of multivariate risks 2006 G. Puccetti + Article (author) -
Aggregating risk capital, with an application to operational risk 2006 G. Puccetti + Article (author) -
Aggregating operational risk across matrix structured loss data 2008 G. Puccetti + Article (author) -
Bounds for the sum of dependent risks having overlapping marginals 2010 G. Puccetti + Article (author) -
Multivariate comonotonicity 2010 G. Puccetti + Article (author) -
Risk aggregation 2010 G. Puccetti + Book Part (author) -
The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables 2011 G. Puccetti + Article (author) -
Bounds for joint portfolios of dependent risks 2012 G. Puccetti + Article (author) -
Computations of sharp bounds on the distribution of a function of dependent risks 2012 G. Puccetti + Article (author) -
Advances in complete mixability 2012 G. Puccetti + Article (author) -
The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables 2012 G. Puccetti + Article (author) -
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates 2013 G. Puccetti + Article (author) -
Model uncertainty and VaR aggregation 2013 G. Puccetti + Article (author) -
Sharp bounds for sums of dependent risks 2013 G. Puccetti + Article (author) -
Sharp bounds on the expected shortfall for a sum of dependent random variables 2013 G. Puccetti Article (author) -
Bounds on total economic capital : the DNB case study 2014 G. Puccetti + Article (author) -
An Academic Response to Basel 3.5 2014 G. Puccetti + Article (author) -
Asymptotic equivalence of conservative value-at-risk- and expected shortfall-based capital charges 2014 Giovanni Puccetti + Article (author) -
Mostrati risultati da 1 a 20 di 48
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