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 3 4 14 61
Archimedean-based Marshall-Olkin Distributions and Related Copula Functions 0 1 1 40 6 12 20 47
Granger Independent Martingale Processes 0 0 0 3 3 3 6 19
Systemic Risk with Exchangeable Contagion: Application to the European Banking System 0 0 0 33 1 1 5 59
Total Working Papers 0 1 1 128 13 20 45 186

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 2 6 3 5 31 40
A copula-based model of speculative price dynamics in discrete time 0 0 0 16 3 6 19 81
A lattice model with incomplete information: A credit risk application 0 0 0 2 2 3 5 66
An approximation of American option prices in a jump-diffusion model 0 0 0 3 2 2 8 24
Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures 0 0 0 4 1 1 4 10
Functional convergence of Snell envelopes: Applications to American options approximations 0 0 0 336 2 5 9 1,172
Hierarchical Archimedean Dependence in Common Shock Models 0 0 0 0 1 1 6 10
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS 0 0 2 21 0 0 8 61
Mixing and moments properties of a non-stationary copula-based Markov process 0 0 0 0 1 1 2 2
New characterizations of bivariate discrete Schur-constant models 0 0 0 2 0 1 5 9
On the distribution of the (un)bounded sum of random variables 0 0 1 73 2 4 13 177
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications 0 0 0 1 1 1 3 9
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting 0 0 0 4 3 6 15 27
The efficient hedging problem for American options 0 0 0 24 3 3 12 102
Time-varying dependence and currency tail risk during the Covid-19 pandemic 0 0 2 3 1 1 8 12
Total Journal Articles 0 0 7 495 25 40 148 1,802

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Statistics updated 2026-05-06