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 5 23
Total Working Papers 0 0 0 0 0 2 5 23

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 2 2 2 22
A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf 0 0 0 7 0 4 5 44
A clustering approach and a rule of thumb for risk aggregation 0 0 2 10 0 0 4 61
Aggregating risk capital, with an application to operational risk 0 0 0 31 1 4 4 107
Aggregating risk capital, with an application to operational risk 0 0 0 125 0 1 1 280
An Academic Response to Basel 3.5 0 0 0 47 0 3 7 236
Bounds for Functions of Dependent Risks 0 0 0 22 5 9 11 107
Bounds for functions of multivariate risks 0 0 1 11 0 2 3 59
Bounds for joint portfolios of dependent risks 0 0 1 5 1 1 2 35
Bounds for the sum of dependent risks having overlapping marginals 0 0 0 3 1 3 5 36
Building bridges between Mathematics, Insurance and Finance: An interview with Paul Embrechts 0 0 0 4 1 3 4 35
Centers of probability measures without the mean 0 0 0 0 1 2 2 3
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates 0 0 0 7 1 1 2 47
Conditional expectiles, time consistency and mixture convexity properties 0 0 0 5 1 4 4 48
Copulas, credit portfolios, and the broken heart syndrome 0 0 0 1 1 1 1 17
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 1 2 0 1 5 13
Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance 0 1 1 10 1 2 2 22
Model uncertainty and VaR aggregation 0 0 0 54 1 4 7 204
Multivariate comonotonicity 0 0 2 18 1 2 4 60
My introduction to copulas: An interview with Roger Nelsen 0 0 0 8 0 1 2 31
On the computation of Wasserstein barycenters 0 0 0 24 1 4 6 68
Reducing model risk via positive and negative dependence assumptions 0 0 0 2 6 7 8 38
Reduction of Value-at-Risk bounds via independence and variance information 0 0 0 1 1 1 1 2
Sharp bounds on the expected shortfall for a sum of dependent random variables 0 0 0 22 3 6 6 87
Special Issue on copulas in memory of Abe Sklar (1925-2020) 0 0 0 6 0 0 1 12
Stat Trek. An interview with Christian Genest 0 0 0 3 0 3 4 311
Studying mixability with supermodular aggregating functions 0 0 0 1 0 1 2 25
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 2 2 18
Worst VaR scenarios 0 0 0 55 1 3 4 172
Total Journal Articles 0 1 8 496 30 77 113 2,244

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Statistics updated 2026-01-09