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	0	2	28
Granger Independent Martingale Processes	0	0	0	3	1	2	2	15
Systemic Risk with Exchangeable Contagion: Application to the European Banking System	0	0	0	33	1	1	2	55
Total Working Papers	0	0	0	127	2	3	8	145

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	1	2	5	1	4	9	13
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	2	2	3	19
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	0	1	2	20	0	1	5	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	1	2	5
On the distribution of the (un)bounded sum of random variables	0	1	2	73	0	3	8	167
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	1	1	2	13
The efficient hedging problem for American options	0	0	0	24	0	1	2	91
Time-varying dependence and currency tail risk during the Covid-19 pandemic	0	0	0	1	0	0	3	4
Total Journal Articles	0	3	8	491	4	13	41	1,669

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Statistics updated 2025-09-05