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Mostrati risultati da 21 a 40 di 48
Titolo Data di pubblicazione Autori Tipo File Abstract
Reducing model risk via positive and negative dependence assumptions 2015 G. Puccetti + Article (author) -
Building bridges between mathematics, insurance and finance : an interview with Paul Embrechts 2015 G. Puccetti + Article (author) -
Extremal Dependence Concepts 2015 G. Puccetti + Article (author) -
Computation of sharp bounds on the expected value of a supermodular function of risks with given marginals 2015 G. Puccetti + Article (author) -
Detecting complete and joint mixability 2015 G. Puccetti + Article (author) -
Studying mixability with supermodular aggregating functions 2015 G. Puccetti + Article (author) -
A Journey from Statistics and Probability to Risk Theory : an interview with Ludger Rüschendorf 2015 G. Puccetti + Article (author) -
Stat Trek : an interview with Christian Genest 2016 G. Puccetti + Article (author) -
Distributions with given marginals: the beginnings : an interview with Giorgio Dall'Aglio 2016 G. Puccetti + Article (author) -
VaR bounds for joint portfolios with dependence constraints 2016 G. Puccetti + Article (author) -
The Vine Philosopher 2017 G. Puccetti + Article (author) -
My introduction to copulas : an interview with Roger Nelsen 2017 G. Puccetti + Article (author) -
Reduction of value-at-risk bounds via independence and variance information 2017 G. Puccetti + Article (author) -
Distribuzioni con marginali assegnate: gli Inizi : un’intervista con Giorgio Dall’Aglio 2017 G. Puccetti + Article (author) -
An algorithm to approximate the optimal expected inner product of two vectors with given marginals 2017 G. Puccetti Article (author) -
A clustering approach and a rule of thumb for risk aggregation 2018 Giovanni Puccetti + Article (author) -
Conditional expectiles, time consistency and mixture convexity properties 2018 Puccetti, Giovanni + Article (author) -
Copulas, credit portfolios, and the broken heart syndrome 2018 G. Puccetti + Article (author) -
A Journey Beyond The Gaussian World : An interview with Harry Joe 2018 G. Puccetti + Article (author) -
Heavy Tails and Copulas : Topics in Dependence Modelling in Economics and Finance 2019 Puccetti, Giovanni Article (author) -
Mostrati risultati da 21 a 40 di 48
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