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