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PUCCETTI, GIOVANNI

PUCCETTI, GIOVANNI  

Dipartimento di Economia, Management e Metodi Quantitativi  

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Titolo Data di pubblicazione Autori Tipo File Abstract
A clustering approach and a rule of thumb for risk aggregation 1-gen-2018 Giovanni Puccetti + Article (author) -
A Journey Beyond The Gaussian World : An interview with Harry Joe 1-feb-2018 G. Puccetti + Article (author) -
A Journey from Statistics and Probability to Risk Theory : an interview with Ludger Rüschendorf 1-ott-2015 G. Puccetti + Article (author) -
Advances in complete mixability 1-giu-2012 G. Puccetti + Article (author) -
Aggregating operational risk across matrix structured loss data 1-gen-2008 G. Puccetti + Article (author) -
Aggregating risk capital, with an application to operational risk 1-gen-2006 G. Puccetti + Article (author) -
An Academic Response to Basel 3.5 1-gen-2014 G. Puccetti + Article (author) -
An algorithm to approximate the optimal expected inner product of two vectors with given marginals 1-gen-2017 G. Puccetti Article (author) -
Asymptotic equivalence of conservative value-at-risk- and expected shortfall-based capital charges 1-feb-2014 Giovanni Puccetti + Article (author) -
Bounds for functions of dependent risks 1-gen-2006 G. Puccetti + Article (author) -
Bounds for functions of multivariate risks 1-gen-2006 G. Puccetti + Article (author) -
Bounds for joint portfolios of dependent risks 1-gen-2012 G. Puccetti + Article (author) -
Bounds for the sum of dependent risks having overlapping marginals 1-gen-2010 G. Puccetti + Article (author) -
Bounds on total economic capital : the DNB case study 1-gen-2014 G. Puccetti + Article (author) -
Building bridges between mathematics, insurance and finance : an interview with Paul Embrechts 1-gen-2015 G. Puccetti + Article (author) -
Centers of probability measures without the mean 1-set-2019 Puccetti + Article (author) -
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates 1-gen-2013 G. Puccetti + Article (author) -
Computation of sharp bounds on the expected value of a supermodular function of risks with given marginals 1-gen-2015 G. Puccetti + Article (author) -
Computations of sharp bounds on the distribution of a function of dependent risks 1-gen-2012 G. Puccetti + Article (author) -
Conditional expectiles, time consistency and mixture convexity properties 1-gen-2018 Puccetti, Giovanni + Article (author) -