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 0 1 10 30
Total Working Papers 0 0 0 0 0 1 10 30

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 1 2 14 34
A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf 0 0 0 7 0 0 10 50
A clustering approach and a rule of thumb for risk aggregation 0 0 1 10 0 2 5 65
Aggregating risk capital, with an application to operational risk 0 0 0 125 0 1 3 282
Aggregating risk capital, with an application to operational risk 0 0 0 31 1 2 9 112
An Academic Response to Basel 3.5 0 0 0 47 1 3 15 247
Bounds for Functions of Dependent Risks 0 0 0 22 0 0 14 110
Bounds for functions of multivariate risks 0 0 0 11 0 1 6 63
Bounds for joint portfolios of dependent risks 0 0 1 6 1 1 11 45
Bounds for the sum of dependent risks having overlapping marginals 0 0 0 3 2 3 10 43
Building bridges between Mathematics, Insurance and Finance: An interview with Paul Embrechts 0 0 0 4 1 3 13 45
Centers of probability measures without the mean 0 0 0 0 1 1 6 7
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates 0 0 0 7 0 0 5 51
Conditional expectiles, time consistency and mixture convexity properties 0 0 0 5 0 0 7 51
Copulas, credit portfolios, and the broken heart syndrome 0 0 0 1 0 1 8 24
Distributions with given marginals: the beginnings: An interview with Giorgio Dall’Aglio 0 0 0 8 0 0 5 38
Fair allocation of indivisible goods with minimum inequality or minimum envy 0 0 1 2 1 3 8 19
Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance 0 0 1 10 1 1 10 30
Model uncertainty and VaR aggregation 0 0 0 54 1 3 15 214
Multivariate comonotonicity 0 0 1 18 0 0 11 68
My introduction to copulas: An interview with Roger Nelsen 0 0 1 9 0 0 8 38
On the computation of Wasserstein barycenters 0 0 0 24 0 0 10 74
Reducing model risk via positive and negative dependence assumptions 0 0 0 2 0 1 16 47
Reduction of Value-at-Risk bounds via independence and variance information 0 0 0 1 1 1 10 11
Sharp bounds on the expected shortfall for a sum of dependent random variables 0 0 0 22 0 0 16 97
Special Issue on copulas in memory of Abe Sklar (1925-2020) 0 0 0 6 1 3 8 20
Stat Trek. An interview with Christian Genest 0 0 0 3 1 3 16 324
Studying mixability with supermodular aggregating functions 0 0 0 1 0 1 4 28
The Vine Philosopher: An interview with Roger Cooke 0 0 0 0 1 1 7 18
VaR bounds for joint portfolios with dependence constraints 0 0 0 1 1 2 10 26
Worst VaR scenarios 0 0 0 55 0 0 6 175
Total Journal Articles 0 0 6 498 16 39 296 2,456

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Statistics updated 2026-08-07