Access Statistics for Sabrina Mulinacci

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A systemic shock model for too big to fail financial institutions 0 0 0 52 0 3 14 61
Archimedean-based Marshall-Olkin Distributions and Related Copula Functions 0 0 1 40 0 6 19 47
Granger Independent Martingale Processes 0 0 0 3 0 3 5 19
Systemic Risk with Exchangeable Contagion: Application to the European Banking System 0 0 0 33 1 2 6 60
Total Working Papers 0 0 1 128 1 14 44 187

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks 0 0 1 6 0 3 29 40
A copula-based model of speculative price dynamics in discrete time 0 0 0 16 1 4 20 82
A lattice model with incomplete information: A credit risk application 0 0 0 2 0 3 6 67
An approximation of American option prices in a jump-diffusion model 0 0 0 3 0 2 7 24
Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures 0 0 0 4 0 1 4 10
Functional convergence of Snell envelopes: Applications to American options approximations 0 0 0 336 0 2 9 1,172
Hierarchical Archimedean Dependence in Common Shock Models 0 0 0 0 0 2 7 11
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS 0 0 1 21 1 2 8 63
Mixing and moments properties of a non-stationary copula-based Markov process 0 0 0 0 1 2 3 3
New characterizations of bivariate discrete Schur-constant models 0 0 0 2 0 0 5 9
On the distribution of the (un)bounded sum of random variables 0 0 1 73 0 2 12 177
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications 0 0 0 1 0 3 5 11
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting 0 0 0 4 0 3 15 27
The efficient hedging problem for American options 0 0 0 24 0 3 12 102
Time-varying dependence and currency tail risk during the Covid-19 pandemic 1 1 3 4 1 2 9 13
Total Journal Articles 1 1 6 496 4 34 151 1,811

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Statistics updated 2026-07-10