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 10 10 57
Archimedean-based Marshall-Olkin Distributions and Related Copula Functions 1 1 1 40 5 8 13 40
Granger Independent Martingale Processes 0 0 0 3 0 0 3 16
Systemic Risk with Exchangeable Contagion: Application to the European Banking System 0 0 0 33 0 2 4 58
Total Working Papers 1 1 1 128 5 20 30 171


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 1 15 27 36
A copula-based model of speculative price dynamics in discrete time 0 0 1 16 0 8 14 75
A lattice model with incomplete information: A credit risk application 0 0 0 2 0 2 2 63
An approximation of American option prices in a jump-diffusion model 0 0 0 3 0 2 6 22
Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures 0 0 0 4 0 2 3 9
Functional convergence of Snell envelopes: Applications to American options approximations 0 0 0 336 2 6 6 1,169
Hierarchical Archimedean Dependence in Common Shock Models 0 0 0 0 0 4 5 9
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS 0 0 3 21 0 3 9 61
Mixing and moments properties of a non-stationary copula-based Markov process 0 0 0 0 0 1 1 1
New characterizations of bivariate discrete Schur-constant models 0 0 0 2 1 4 5 9
On the distribution of the (un)bounded sum of random variables 0 0 2 73 0 4 11 173
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications 0 0 0 1 0 1 2 8
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting 0 0 0 4 3 9 12 24
The efficient hedging problem for American options 0 0 0 24 0 7 9 99
Time-varying dependence and currency tail risk during the Covid-19 pandemic 0 0 2 3 0 2 7 11
Total Journal Articles 0 0 10 495 7 70 119 1,769


Statistics updated 2026-03-04