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 3 5 10 28
Total Working Papers 0 0 0 0 3 5 10 28

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 5 11 11 31
A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf 0 0 0 7 2 2 6 46
A clustering approach and a rule of thumb for risk aggregation 0 0 2 10 0 2 5 63
Aggregating risk capital, with an application to operational risk 0 0 0 125 0 0 1 280
Aggregating risk capital, with an application to operational risk 0 0 0 31 0 3 6 109
An Academic Response to Basel 3.5 0 0 0 47 2 5 11 241
Bounds for Functions of Dependent Risks 0 0 0 22 0 7 13 109
Bounds for functions of multivariate risks 0 0 1 11 0 3 6 62
Bounds for joint portfolios of dependent risks 0 0 1 5 0 5 6 39
Bounds for the sum of dependent risks having overlapping marginals 0 0 0 3 0 4 8 39
Building bridges between Mathematics, Insurance and Finance: An interview with Paul Embrechts 0 0 0 4 0 5 8 39
Centers of probability measures without the mean 0 0 0 0 0 3 4 5
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates 0 0 0 7 0 3 4 49
Conditional expectiles, time consistency and mixture convexity properties 0 0 0 5 1 3 6 50
Copulas, credit portfolios, and the broken heart syndrome 0 0 0 1 0 5 5 21
Distributions with given marginals: the beginnings: An interview with Giorgio Dall’Aglio 0 0 0 8 1 4 4 37
Fair allocation of indivisible goods with minimum inequality or minimum envy 0 0 1 2 0 2 6 15
Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance 0 0 1 10 1 6 7 27
Model uncertainty and VaR aggregation 0 0 0 54 1 3 9 206
Multivariate comonotonicity 0 0 2 18 1 5 8 64
My introduction to copulas: An interview with Roger Nelsen 0 1 1 9 1 5 7 36
On the computation of Wasserstein barycenters 0 0 0 24 1 5 9 72
Reducing model risk via positive and negative dependence assumptions 0 0 0 2 1 11 12 43
Reduction of Value-at-Risk bounds via independence and variance information 0 0 0 1 2 6 6 7
Sharp bounds on the expected shortfall for a sum of dependent random variables 0 0 0 22 0 5 8 89
Special Issue on copulas in memory of Abe Sklar (1925-2020) 0 0 0 6 0 4 5 16
Stat Trek. An interview with Christian Genest 0 0 0 3 6 7 11 318
Studying mixability with supermodular aggregating functions 0 0 0 1 0 1 3 26
The Vine Philosopher: An interview with Roger Cooke 0 0 0 0 0 3 3 14
VaR bounds for joint portfolios with dependence constraints 0 0 0 1 1 2 4 20
Worst VaR scenarios 0 0 0 55 0 3 6 174
Total Journal Articles 0 1 9 497 26 133 208 2,347

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Statistics updated 2026-03-04