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 2 3 20
Total Working Papers 0 0 0 0 0 2 3 20

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 0 0 20
A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf 0 0 0 7 0 0 1 40
A clustering approach and a rule of thumb for risk aggregation 0 1 1 9 1 2 3 60
Aggregating risk capital, with an application to operational risk 0 0 0 125 0 0 0 279
Aggregating risk capital, with an application to operational risk 0 0 0 31 0 0 0 103
An Academic Response to Basel 3.5 0 0 0 47 0 1 2 231
Bounds for Functions of Dependent Risks 0 0 0 22 0 0 0 96
Bounds for functions of multivariate risks 1 1 1 11 1 1 2 57
Bounds for joint portfolios of dependent risks 1 1 1 5 1 1 4 34
Bounds for the sum of dependent risks having overlapping marginals 0 0 0 3 0 1 1 32
Building bridges between Mathematics, Insurance and Finance: An interview with Paul Embrechts 0 0 0 4 1 1 1 32
Centers of probability measures without the mean 0 0 0 0 0 0 0 1
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates 0 0 0 7 0 1 2 46
Conditional expectiles, time consistency and mixture convexity properties 0 0 0 5 0 0 8 44
Copulas, credit portfolios, and the broken heart syndrome 0 0 0 1 0 0 1 16
Distributions with given marginals: the beginnings: An interview with Giorgio Dall’Aglio 0 0 0 8 0 0 1 33
Fair allocation of indivisible goods with minimum inequality or minimum envy 0 0 0 1 0 2 4 11
Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance 0 0 0 9 0 0 0 20
Model uncertainty and VaR aggregation 0 0 3 54 0 2 10 199
Multivariate comonotonicity 1 1 1 17 1 1 1 57
My introduction to copulas: An interview with Roger Nelsen 0 0 0 8 0 0 1 30
On the computation of Wasserstein barycenters 0 0 2 24 0 1 5 64
Reducing model risk via positive and negative dependence assumptions 0 0 1 2 0 0 3 31
Reduction of Value-at-Risk bounds via independence and variance information 0 0 1 1 0 0 1 1
Sharp bounds on the expected shortfall for a sum of dependent random variables 0 0 0 22 0 0 1 81
Special Issue on copulas in memory of Abe Sklar (1925-2020) 0 0 1 6 0 0 2 12
Stat Trek. An interview with Christian Genest 0 0 0 3 0 0 2 308
Studying mixability with supermodular aggregating functions 0 0 0 1 0 0 1 24
The Vine Philosopher: An interview with Roger Cooke 0 0 0 0 0 0 1 11
VaR bounds for joint portfolios with dependence constraints 0 0 0 1 0 0 1 16
Worst VaR scenarios 0 0 0 55 0 0 0 168
Total Journal Articles 3 4 12 492 5 14 59 2,157

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Statistics updated 2025-07-04