PUCCETTI, GIOVANNI
 Distribuzione geografica
Continente #
NA - Nord America 1453
EU - Europa 537
AS - Asia 12
AF - Africa 2
Totale 2004
Nazione #
US - Stati Uniti d'America 1446
PL - Polonia 263
IE - Irlanda 103
IT - Italia 49
SE - Svezia 37
UA - Ucraina 25
FI - Finlandia 24
DE - Germania 20
GB - Regno Unito 13
TR - Turchia 8
CA - Canada 7
VN - Vietnam 4
NL - Olanda 2
RU - Federazione Russa 1
SC - Seychelles 1
ZA - Sudafrica 1
Totale 2004
Città #
Fairfield 330
Warsaw 262
Seattle 151
Ashburn 149
Cambridge 149
Woodbridge 119
Houston 115
Chandler 104
Dublin 103
Wilmington 75
Jacksonville 47
Ann Arbor 39
Lawrence 37
Altamura 35
Princeton 24
Boston 16
Boardman 13
San Diego 13
Medford 11
Izmir 8
Toronto 5
Dong Ket 4
Andover 3
Norwalk 3
Frankfurt Am Main 2
Milan 2
Naaldwijk 2
Phoenix 2
Serra 2
Thornhill 2
Bologna 1
Cedar Knolls 1
Chioggia 1
Falls Church 1
Krakow 1
Laurel 1
Pretoria 1
Reggio Nell'emilia 1
Saint Petersburg 1
Verona 1
Totale 1837
Nome #
Risk Aggregation 205
An Academic Response to Basel 3.5 199
Sharp bounds on the expected shortfall for a sum of dependent random variables 99
Model uncertainty and VaR aggregation 97
Bounds for the sum of dependent risks having overlapping marginals 93
Bounds on total economic capital: the DNB case study 92
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates 90
Detecting complete and joint mixability 87
Studying mixability with supermodular aggregating functions 87
Sharp bounds for sums of dependent risks 84
Reducing model risk via positive and negative dependence assumptions 84
Bounds for Functions of Multivariate Risks 73
The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables 73
Aggregating risk capital, with an application to operational risk 72
Multivariate comonotonicity 71
Bounds for functions of dependent risks 67
The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables 66
Aggregating operational risk across matrix structured loss data 65
Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals 65
Asymptotic equivalence of conservative value-at-risk- and expected shortfall-based capital charges 64
Advances in complete mixability 58
Bounds for joint portfolios of dependent risks 57
Worst VaR scenarios 40
Computations of sharp bounds on the distribution of a function of dependent risks 25
Totale 2013
Categoria #
all - tutte 2898
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 2898


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2017/201854 0000 00 04 9141512
2018/2019425 6484 204 94 869152137
2019/2020629 72481754 7081 6979 68273212
2020/2021297 27371631 1224 751 24341717
2021/2022160 815284 26 614 752342
2022/2023339 3575346 3580 650 0000
Totale 2013