PUCCETTI, GIOVANNI
 Distribuzione geografica
Continente #
NA - Nord America 1.690
EU - Europa 802
AS - Asia 97
AF - Africa 4
Totale 2.593
Nazione #
US - Stati Uniti d'America 1.683
PL - Polonia 264
RU - Federazione Russa 244
IE - Irlanda 96
SE - Svezia 55
IT - Italia 51
HK - Hong Kong 39
SG - Singapore 36
UA - Ucraina 25
FI - Finlandia 24
DE - Germania 20
GB - Regno Unito 18
IN - India 9
TR - Turchia 8
CA - Canada 7
VN - Vietnam 4
FR - Francia 3
CI - Costa d'Avorio 2
NL - Olanda 2
CN - Cina 1
SC - Seychelles 1
ZA - Sudafrica 1
Totale 2.593
Città #
Fairfield 330
Warsaw 262
Ashburn 167
Seattle 151
Cambridge 149
Woodbridge 119
Houston 115
Chandler 109
Santa Clara 97
Dublin 96
Wilmington 75
Jacksonville 47
Ann Arbor 39
Lawrence 37
Altamura 35
Singapore 26
Princeton 24
Hong Kong 20
Boston 16
Boardman 13
San Diego 13
Medford 11
Izmir 8
Mumbai 7
Toronto 5
Dong Ket 4
Moscow 4
Andover 3
Hillsboro 3
Norwalk 3
Abidjan 2
Chiswick 2
Frankfurt Am Main 2
Milan 2
Naaldwijk 2
New York 2
Phoenix 2
Pune 2
Serra 2
Thornhill 2
Valbrembo 2
Acton 1
Bologna 1
Cedar Knolls 1
Chioggia 1
Falls Church 1
Krakow 1
Laurel 1
London 1
Los Angeles 1
Pretoria 1
Proszowice 1
Reggio Nell'emilia 1
Saint Petersburg 1
Verona 1
Washington 1
Yubileyny 1
Totale 2.026
Nome #
Risk Aggregation 227
An Academic Response to Basel 3.5 225
Sharp bounds on the expected shortfall for a sum of dependent random variables 122
Bounds for the sum of dependent risks having overlapping marginals 120
Model uncertainty and VaR aggregation 119
Bounds on total economic capital: the DNB case study 116
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates 115
Reducing model risk via positive and negative dependence assumptions 111
Sharp bounds for sums of dependent risks 110
Studying mixability with supermodular aggregating functions 109
Detecting complete and joint mixability 104
Bounds for Functions of Multivariate Risks 101
Aggregating risk capital, with an application to operational risk 100
Bounds for functions of dependent risks 98
The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables 94
Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals 94
Aggregating operational risk across matrix structured loss data 93
Multivariate comonotonicity 92
The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables 90
Asymptotic equivalence of conservative value-at-risk- and expected shortfall-based capital charges 89
Advances in complete mixability 84
Bounds for joint portfolios of dependent risks 82
Worst VaR scenarios 60
Computations of sharp bounds on the distribution of a function of dependent risks 47
Totale 2.602
Categoria #
all - tutte 6.645
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 6.645


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020438 0 0 0 0 70 81 69 79 68 27 32 12
2020/2021297 27 37 16 31 12 24 7 51 24 34 17 17
2021/2022160 8 15 28 4 2 6 6 14 7 5 23 42
2022/2023401 35 75 3 46 35 80 57 14 46 4 3 3
2023/2024109 5 20 29 3 6 16 1 21 0 2 1 5
2024/2025418 23 98 43 133 121 0 0 0 0 0 0 0
Totale 2.602