Access Statistics for Sabrina Mulinacci

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	2	47
Archimedean-based Marshall-Olkin Distributions and Related Copula Functions	0	0	0	39	0	1	2	28
Granger Independent Martingale Processes	0	0	0	3	1	1	1	14
Systemic Risk with Exchangeable Contagion: Application to the European Banking System	0	0	0	33	0	0	1	54
Total Working Papers	0	0	0	127	1	2	6	143

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks	1	1	2	5	2	2	7	11
A copula-based model of speculative price dynamics in discrete time	0	0	1	16	0	0	1	62
A lattice model with incomplete information: A credit risk application	0	0	0	2	0	0	2	61
An approximation of American option prices in a jump-diffusion model	0	0	0	3	0	1	1	17
Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures	0	0	0	4	0	0	0	6
Functional convergence of Snell envelopes: Applications to American options approximations	0	0	0	336	0	0	1	1,163
Hierarchical Archimedean Dependence in Common Shock Models	0	0	0	0	0	0	3	4
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS	1	1	2	20	1	2	6	55
Mixing and moments properties of a non-stationary copula-based Markov process	0	0	0	0	0	0	0	0
New characterizations of bivariate discrete Schur-constant models	0	0	1	2	0	0	1	4
On the distribution of the (un)bounded sum of random variables	0	0	1	72	1	1	7	165
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications	0	0	0	1	0	0	0	6
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting	0	0	0	4	0	0	2	12
The efficient hedging problem for American options	0	0	0	24	0	0	1	90
Time-varying dependence and currency tail risk during the Covid-19 pandemic	0	0	1	1	0	0	4	4
Total Journal Articles	2	2	8	490	4	6	36	1,660

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Statistics updated 2025-07-04