IRIS Institutional Research Information System - AIR Archivio Istituzionale della Ricerca

PUCCETTI, GIOVANNI
 Distribuzione geografica
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Continente #
EU - Europa 4.243
NA - Nord America 2.286
AS - Asia 2.143
SA - Sud America 190
AF - Africa 44
OC - Oceania 6
Continente sconosciuto - Info sul continente non disponibili 2
Totale 8.914
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Nazione #
GB - Regno Unito 2.471
US - Stati Uniti d'America 2.225
IT - Italia 891
CN - Cina 837
SG - Singapore 549
DE - Germania 199
HK - Hong Kong 198
RU - Federazione Russa 181
VN - Vietnam 154
BR - Brasile 148
FR - Francia 144
IN - India 120
BD - Bangladesh 102
SE - Svezia 91
IE - Irlanda 69
KR - Corea 47
FI - Finlandia 44
ID - Indonesia 41
DK - Danimarca 35
NL - Olanda 33
TR - Turchia 32
CA - Canada 29
BE - Belgio 16
AR - Argentina 15
CH - Svizzera 13
ZA - Sudafrica 13
ES - Italia 11
MX - Messico 11
KE - Kenya 10
IQ - Iraq 9
CL - Cile 8
PL - Polonia 7
TW - Taiwan 7
UA - Ucraina 7
AT - Austria 6
IL - Israele 6
AU - Australia 5
PH - Filippine 5
PK - Pakistan 5
TH - Thailandia 5
VE - Venezuela 5
CO - Colombia 4
JM - Giamaica 4
KZ - Kazakistan 4
LU - Lussemburgo 4
SC - Seychelles 4
AE - Emirati Arabi Uniti 3
CR - Costa Rica 3
EC - Ecuador 3
JO - Giordania 3
LT - Lituania 3
MA - Marocco 3
PY - Paraguay 3
RO - Romania 3
SA - Arabia Saudita 3
UZ - Uzbekistan 3
AL - Albania 2
BG - Bulgaria 2
BH - Bahrain 2
BW - Botswana 2
DO - Repubblica Dominicana 2
DZ - Algeria 2
GR - Grecia 2
JP - Giappone 2
PT - Portogallo 2
SI - Slovenia 2
SV - El Salvador 2
TN - Tunisia 2
TT - Trinidad e Tobago 2
UY - Uruguay 2
AO - Angola 1
BA - Bosnia-Erzegovina 1
BB - Barbados 1
BI - Burundi 1
BO - Bolivia 1
BS - Bahamas 1
BY - Bielorussia 1
CY - Cipro 1
CZ - Repubblica Ceca 1
DM - Dominica 1
EG - Egitto 1
ET - Etiopia 1
EU - Europa 1
GH - Ghana 1
GT - Guatemala 1
HN - Honduras 1
LB - Libano 1
LC - Santa Lucia 1
LK - Sri Lanka 1
ME - Montenegro 1
MT - Malta 1
MY - Malesia 1
NG - Nigeria 1
NP - Nepal 1
NZ - Nuova Zelanda 1
PA - Panama 1
PE - Perù 1
PR - Porto Rico 1
SN - Senegal 1
SY - Repubblica araba siriana 1
Totale 8.912
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Città #
Southend 2.436
Milan 372
Singapore 332
Fairfield 178
Ashburn 171
Hong Kong 166
Seattle 154
Wilmington 147
Ann Arbor 132
Chandler 120
Beijing 109
San Jose 94
Woodbridge 89
Frankfurt am Main 88
Princeton 88
Hangzhou 84
Cambridge 77
Dallas 76
Council Bluffs 71
Dublin 67
Houston 59
Los Angeles 57
Guangzhou 52
Rome 46
Des Moines 41
Redwood City 41
Fuzhou 39
Lauterbourg 38
Jinan 37
Santa Clara 36
Bengaluru 35
Ho Chi Minh City 35
Nanjing 34
Buffalo 32
Hanoi 32
Jakarta 32
Moscow 26
Shanghai 25
Boardman 24
Hefei 24
Shenyang 23
Changsha 22
São Paulo 22
Zhangzhou 21
Berlin 19
New York 19
Phoenix 19
Bologna 18
Dearborn 18
Istanbul 18
Quanzhou 18
Tianjin 18
Taranto 16
Pescara 15
The Dalles 13
Brussels 12
Cangzhou 12
San Diego 12
Seoul 12
Shenzhen 11
Antibes 10
Chicago 10
Dong Ket 10
Helsinki 10
Pittsburgh 10
Bari 9
Eitensheim 9
Genoa 9
Moncalieri 9
Naples 9
San Antonio 9
Taiyuan 9
Da Nang 8
Haiphong 8
London 8
Palermo 8
Columbus 7
Johns Island 7
Lanzhou 7
Nairobi 7
Nanchang 7
Pisa 7
Saarbrücken 7
Zhengzhou 7
Haikou 6
North Bergen 6
Nuremberg 6
San Francisco 6
Verona 6
Yubileyny 6
Baghdad 5
Florence 5
Fremont 5
Ningbo 5
Porto Alegre 5
Rho 5
San Fiorano 5
Toronto 5
Xiamen 5
Barano D'ischia 4
Totale 6.420
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Nome #
Matematica per il corso di Economia e Management 401
Centers of probability measures without the mean 333
A clustering approach and a rule of thumb for risk aggregation 302
Stat Trek : an interview with Christian Genest 293
Heavy Tails and Copulas : Topics in Dependence Modelling in Economics and Finance 287
My introduction to copulas : an interview with Roger Nelsen 275
Copulas, credit portfolios, and the broken heart syndrome 272
Conditional expectiles, time consistency and mixture convexity properties 270
Building bridges between mathematics, insurance and finance : an interview with Paul Embrechts 259
Extremal Dependence Concepts 254
A Journey from Statistics and Probability to Risk Theory : an interview with Ludger Rüschendorf 243
On the computation of Wasserstein barycenters 242
Aggregating operational risk across matrix structured loss data 232
A Journey Beyond The Gaussian World : An interview with Harry Joe 222
VaR bounds for joint portfolios with dependence constraints 221
Reduction of value-at-risk bounds via independence and variance information 217
Model uncertainty and VaR aggregation 207
The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables 195
The Vine Philosopher 186
An algorithm to approximate the optimal expected inner product of two vectors with given marginals 186
Fair allocation of indivisible goods with minimum inequality or minimum envy 180
Bounds on total economic capital : the DNB case study 174
Computations of sharp bounds on the distribution of a function of dependent risks 169
Studying mixability with supermodular aggregating functions 168
Advances in complete mixability 167
Sharp bounds on the expected shortfall for a sum of dependent random variables 165
An Academic Response to Basel 3.5 160
Risk aggregation 160
Computation of sharp bounds on the expected value of a supermodular function of risks with given marginals 159
On some synchronization problems with multiple instances 159
Bounds for joint portfolios of dependent risks 156
Bounds for the sum of dependent risks having overlapping marginals 155
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates 154
Detecting complete and joint mixability 147
Reducing model risk via positive and negative dependence assumptions 146
Distributions with given marginals: the beginnings : an interview with Giorgio Dall'Aglio 145
Valuto: an algorithm for the fair valuation of real estate market values 143
Aggregating risk capital, with an application to operational risk 143
Sharp bounds for sums of dependent risks 140
Bounds for functions of multivariate risks 134
Bounds for functions of dependent risks 134
The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables 132
Distribuzioni con marginali assegnate: gli Inizi : un’intervista con Giorgio Dall’Aglio 129
Multivariate comonotonicity 127
Worst VaR scenarios 127
General construction and classes of explicit L1-optimal couplings 126
Measuring linear correlation between random vectors 111
Special Issue on copulas in memory of Abe Sklar (1925-2020) 85
Asymptotic equivalence of conservative value-at-risk- and expected shortfall-based capital charges 71
MinCovTarget+: a fast heuristic algorithm for fair allocation 49
The beautiful art of rearranging matrices 37
Correlation: the most common myths in financial risk management practice 20
Totale 9.369
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Categoria #
all - tutte 24.785
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 24.785
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202156 0 0 0 0 0 0 0 0 0 0 0 56
2021/2022940 37 82 50 56 117 75 85 97 75 106 59 101
2022/2023520 73 17 40 74 73 91 16 41 50 8 30 7
2023/2024394 18 35 41 65 74 6 15 9 5 20 38 68
2024/2025974 30 69 11 111 83 66 55 104 57 145 93 150
2025/20262.163 87 148 213 170 192 157 266 163 260 159 219 129
Totale 9.369