PUCCETTI, GIOVANNI

PUCCETTI, GIOVANNI  

Scienze per l'Economia e l'Impresa  

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Risultati 1 - 20 di 24 (tempo di esecuzione: 0.034 secondi).
Titolo Data di pubblicazione Autore(i) File
Advances in complete mixability 2012 G. Puccetti; B. Wang; R. Wang
Aggregating operational risk across matrix structured loss data 2008 P.EMBRECHTS; G. PUCCETTI
Aggregating risk capital, with an application to operational risk 2006 PAUL EMBRECHTS; G. PUCCETTI
An Academic Response to Basel 3.5 2014 Paul Embrechts; Giovanni Puccetti; Ludger Rüschendorf; Ruodu Wang; Antonela Beleraj
Asymptotic equivalence of conservative value-at-risk- and expected shortfall-based capital charges 2014 Giovanni Puccetti; Ludger Rüschendorf
Bounds for functions of dependent risks 2006 P. Embrechts; G. Puccetti
Bounds for Functions of Multivariate Risks 2006 PAUL EMBRECHTS; G. PUCCETTI
Bounds for joint portfolios of dependent risks 2012 G. Puccetti; L. Rüschendorf
Bounds for the sum of dependent risks having overlapping marginals 2010 G.Puccetti; P. Embrechts
Bounds on total economic capital: the DNB case study 2014 Kjersti Aas; Giovanni Puccetti
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates 2013 Giovanni Puccetti; Bin Wang; Ruodu Wang
Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals 2015 Giovanni Puccetti; Ludger Rüschendorf
Computations of sharp bounds on the distribution of a function of dependent risks 2012 G.Puccetti; L.Rüschendorf
Detecting complete and joint mixability 2015 Giovanni Puccetti; Ruodu Wang
Model uncertainty and VaR aggregation 2013 Paul Embrechts;Giovanni Puccetti;Ludger Rüschendorf
Multivariate comonotonicity 2010 G. Puccetti; M. Scarsini
Reducing model risk via positive and negative dependence assumptions 2015 Valeria Bignozzi; Giovanni Puccetti; Ludger Rüschendorf
Risk Aggregation 2010 P.Embrechts; G.Puccetti
Sharp bounds for sums of dependent risks 2013 Giovanni Puccetti; Ludger Rüschendorf
Sharp bounds on the expected shortfall for a sum of dependent random variables 2013 Giovanni Puccetti