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	1	52	0	0	3	47
Archimedean-based Marshall-Olkin Distributions and Related Copula Functions	0	0	1	39	0	0	3	27
Granger Independent Martingale Processes	0	0	0	3	0	0	0	13
Systemic Risk with Exchangeable Contagion: Application to the European Banking System	0	0	0	33	0	1	1	54
Total Working Papers	0	0	2	127	0	1	7	141

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	0	0	2	4	0	3	7	9
A copula-based model of speculative price dynamics in discrete time	1	1	2	16	1	1	4	62
A lattice model with incomplete information: A credit risk application	0	0	0	2	0	1	2	61
An approximation of American option prices in a jump-diffusion model	0	0	0	3	0	0	0	16
Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures	0	0	1	4	0	0	1	6
Functional convergence of Snell envelopes: Applications to American options approximations	0	0	0	336	0	1	2	1,163
Hierarchical Archimedean Dependence in Common Shock Models	0	0	0	0	0	3	3	4
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS	1	1	2	19	1	2	5	53
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	1	1	1	72	2	3	7	164
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	1	1	90
Time-varying dependence and currency tail risk during the Covid-19 pandemic	0	0	1	1	0	1	4	4
Total Journal Articles	3	3	10	488	4	16	39	1,654

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Statistics updated 2025-04-04