PUCCETTI, GIOVANNI
 Distribuzione geografica
Continente #
NA - Nord America 1.554
EU - Europa 558
AS - Asia 54
AF - Africa 2
Totale 2.168
Nazione #
US - Stati Uniti d'America 1.547
PL - Polonia 264
IE - Irlanda 96
SE - Svezia 55
IT - Italia 51
HK - Hong Kong 39
UA - Ucraina 25
FI - Finlandia 24
DE - Germania 20
GB - Regno Unito 18
TR - Turchia 8
CA - Canada 7
VN - Vietnam 4
FR - Francia 2
IN - India 2
NL - Olanda 2
RU - Federazione Russa 1
SC - Seychelles 1
SG - Singapore 1
ZA - Sudafrica 1
Totale 2.168
Città #
Fairfield 330
Warsaw 262
Ashburn 167
Seattle 151
Cambridge 149
Woodbridge 119
Houston 115
Chandler 109
Dublin 96
Wilmington 75
Jacksonville 47
Ann Arbor 39
Lawrence 37
Altamura 35
Princeton 24
Hong Kong 20
Boston 16
Boardman 13
San Diego 13
Medford 11
Izmir 8
Toronto 5
Dong Ket 4
Andover 3
Hillsboro 3
Norwalk 3
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
Pretoria 1
Proszowice 1
Reggio Nell'emilia 1
Saint Petersburg 1
Verona 1
Washington 1
Totale 1.888
Nome #
Risk Aggregation 212
An Academic Response to Basel 3.5 206
Sharp bounds on the expected shortfall for a sum of dependent random variables 107
Model uncertainty and VaR aggregation 103
Bounds for the sum of dependent risks having overlapping marginals 100
Bounds on total economic capital: the DNB case study 97
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates 97
Reducing model risk via positive and negative dependence assumptions 95
Studying mixability with supermodular aggregating functions 93
Detecting complete and joint mixability 91
Sharp bounds for sums of dependent risks 88
Bounds for Functions of Multivariate Risks 82
Aggregating risk capital, with an application to operational risk 81
The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables 77
Bounds for functions of dependent risks 76
Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals 76
The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables 75
Multivariate comonotonicity 74
Aggregating operational risk across matrix structured loss data 72
Asymptotic equivalence of conservative value-at-risk- and expected shortfall-based capital charges 72
Advances in complete mixability 66
Bounds for joint portfolios of dependent risks 63
Worst VaR scenarios 42
Computations of sharp bounds on the distribution of a function of dependent risks 32
Totale 2.177
Categoria #
all - tutte 5.152
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 5.152


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019358 0 0 0 0 0 0 0 0 0 69 152 137
2019/2020629 72 48 17 54 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
2023/2024102 5 20 29 3 6 16 1 21 0 1 0 0
Totale 2.177