Access Statistics for Giovanni Puccetti

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
Multivariate comonotonicity 0 0 0 0 1 4 9 29
Total Working Papers 0 0 0 0 1 4 9 29

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Journey Beyond The Gaussian World: An interview with Harry Joe 0 0 0 3 0 6 12 32
A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf 0 0 0 7 3 6 10 50
A clustering approach and a rule of thumb for risk aggregation 0 0 1 10 0 0 4 63
Aggregating risk capital, with an application to operational risk 0 0 0 31 0 1 7 110
Aggregating risk capital, with an application to operational risk 0 0 0 125 1 1 2 281
An Academic Response to Basel 3.5 0 0 0 47 3 5 14 244
Bounds for Functions of Dependent Risks 0 0 0 22 1 1 14 110
Bounds for functions of multivariate risks 0 0 1 11 0 0 6 62
Bounds for joint portfolios of dependent risks 1 1 2 6 4 5 11 44
Bounds for the sum of dependent risks having overlapping marginals 0 0 0 3 1 1 8 40
Building bridges between Mathematics, Insurance and Finance: An interview with Paul Embrechts 0 0 0 4 2 3 11 42
Centers of probability measures without the mean 0 0 0 0 1 1 5 6
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates 0 0 0 7 0 2 6 51
Conditional expectiles, time consistency and mixture convexity properties 0 0 0 5 1 2 7 51
Copulas, credit portfolios, and the broken heart syndrome 0 0 0 1 1 2 7 23
Distributions with given marginals: the beginnings: An interview with Giorgio Dall’Aglio 0 0 0 8 1 2 5 38
Fair allocation of indivisible goods with minimum inequality or minimum envy 0 0 1 2 1 1 5 16
Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance 0 0 1 10 2 3 9 29
Model uncertainty and VaR aggregation 0 0 0 54 2 6 13 211
Multivariate comonotonicity 0 0 2 18 3 5 12 68
My introduction to copulas: An interview with Roger Nelsen 0 0 1 9 2 3 8 38
On the computation of Wasserstein barycenters 0 0 0 24 2 3 10 74
Reducing model risk via positive and negative dependence assumptions 0 0 0 2 2 4 15 46
Reduction of Value-at-Risk bounds via independence and variance information 0 0 0 1 3 5 9 10
Sharp bounds on the expected shortfall for a sum of dependent random variables 0 0 0 22 7 8 16 97
Special Issue on copulas in memory of Abe Sklar (1925-2020) 0 0 0 6 1 1 5 17
Stat Trek. An interview with Christian Genest 0 0 0 3 1 9 13 321
Studying mixability with supermodular aggregating functions 0 0 0 1 1 1 3 27
The Vine Philosopher: An interview with Roger Cooke 0 0 0 0 3 3 6 17
VaR bounds for joint portfolios with dependence constraints 0 0 0 1 3 5 8 24
Worst VaR scenarios 0 0 0 55 1 1 7 175
Total Journal Articles 1 1 9 498 53 96 268 2,417

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Statistics updated 2026-05-06