Giovanni Puccetti: search on Z-Library

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1

Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance

Puccetti, Giovanni

Journal:

Quantitative Finance

Year:

2019

Language:

english

File:

PDF, 396 KB

english, 2019

2

Model uncertainty and VaR aggregation

Embrechts, Paul, Puccetti, Giovanni, Rüschendorf, Ludger

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 898 KB

english, 2013

3

Aggregating risk capital, with an application to operational risk

Paul Embrechts and Giovanni Puccetti

Journal:

The GENEVA Risk and Insurance Review

Year:

2006

Language:

english

File:

PDF, 1.40 MB

english, 2006

4

Extremal Dependence Concepts

Puccetti, Giovanni, Wang, Ruodu

Journal:

Statistical Science

Year:

2015

Language:

english

File:

PDF, 1.32 MB

english, 2015

5

Bounds for functions of multivariate risks

Paul Embrechts, Giovanni Puccetti

Journal:

Journal of Multivariate Analysis

Year:

2006

Language:

english

File:

PDF, 330 KB

english, 2006

6

Cardiac dysautonomia and arterial distensibility in essential hypertensives

Maurizio Acampa, Massimo Franchi, Francesca Guideri, Ilaria Lamberti, Fulvio Bruni, Marcello Pastorelli, Giovanni Bova, Anna Laura Pasqui, Luca Puccetti, Alberto Auteri

Journal:

Autonomic Neuroscience

Year:

2009

Language:

english

File:

PDF, 220 KB

english, 2009

7

Effects of atorvastatin and rosuvastatin on thromboxane-dependent platelet activation and oxidative stress in hypercholesterolemia

Luca Puccetti, Francesca Santilli, Anna Laura Pasqui, Stefano Lattanzio, Rossella Liani, Federica Ciani, Elisabetta Ferrante, Giovanni Ciabattoni, Francesca Scarpini, Anna Ghezzi, Alberto Auteri, Giov

Journal:

Atherosclerosis

Year:

2011

Language:

english

File:

PDF, 548 KB

english, 2011

8

Equivalent circuit characterization of resonant magnetic coupling for wireless transmission of electrical energy

Sandrolini, Leonardo, Reggiani, Ugo, Puccetti, Giovanni, Neau, Yves

Journal:

International Journal of Circuit Theory and Applications

Year:

2013

Language:

english

File:

PDF, 1.89 MB

english, 2013

9

Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates

Puccetti, Giovanni, Wang, Bin, Wang, Ruodu

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 455 KB

english, 2013

10

Detecting complete and joint mixability

Puccetti, Giovanni, Wang, Ruodu

Journal:

Journal of Computational and Applied Mathematics

Year:

2015

Language:

english

File:

PDF, 550 KB

english, 2015

11

Experimental and Numerical Investigation of Termination Impedance Effects in Wireless Power Transfer via Metamaterial

Puccetti, Giovanni, Stevens, Christopher, Reggiani, Ugo, Sandrolini, Leonardo

Journal:

Year:

2015

Language:

english

File:

PDF, 16.34 MB

english, 2015

12

Studying mixability with supermodular aggregating functions

Bignozzi, Valeria, Puccetti, Giovanni

Journal:

Statistics & Probability Letters

Year:

2015

Language:

english

File:

PDF, 477 KB

english, 2015

13

ADVANCES IN COMPLETE MIXABILITY

GIOVANNI PUCCETTI, BIN WANG and RUODU WANG

Journal:

Journal of Applied Probability

Year:

2012

Language:

english

File:

PDF, 772 KB

english, 2012

14

An Academic Response to Basel 3.5

Embrechts, Paul, Puccetti, Giovanni, Rüschendorf, Ludger, Wang, Ruodu, Beleraj, Antonela

Journal:

Year:

2014

Language:

english

File:

PDF, 375 KB

english, 2014

15

Reduction of Value-at-Risk Bounds via Independence and Variance Information

Puccetti, Giovanni, RRschendorf, Ludger, Small, Daniel, Vanduffel, Steven

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 625 KB

english, 2015

16

SAE Technical Paper Series [SAE International SAE 2001 World Congress - (MAR. 05, 2001)] SAE Technical Paper Series - Vehicle Testing in ENEA Drive-train Test Facility

Bianco, Giulia Lo, Pede, Giovanni, Puccetti, Angelo, Rossi, Ennio, Mantovani, Giorgio

Year:

2001

Language:

english

File:

PDF, 320 KB

english, 2001

17

ANALYTICAL CALCULATION OF THE INDUCTANCE OF PLANAR ZIG-ZAG SPIRAL INDUCTORS

Sandrolini, Leonardo, Reggiani, Ugo, Puccetti, Giovanni

Journal:

Progress In Electromagnetics Research

Year:

2013

Language:

english

File:

PDF, 262 KB

english, 2013

18

Copulas, credit portfolios, and the broken heart syndrome

Puccetti, Giovanni, Scherer, Matthias

Journal:

Dependence Modeling

Language:

english

File:

PDF, 5.39 MB

english

19

On the computation of Wasserstein barycenters

Puccetti, Giovanni, Rüschendorf, Ludger, Vanduffel, Steven

Journal:

Journal of Multivariate Analysis

Year:

2020

File:

PDF, 12.39 MB

2020

20

Worst VaR scenarios

Paul Embrechts, Andrea Höing, Giovanni Puccetti

Journal:

Insurance: Mathematics and Economics

Year:

2005

Language:

english

File:

PDF, 606 KB

english, 2005

21

“Rubral” tremor after thalamic haemorrhage

Luigi Mossuto-Agatiello, Giovanni Puccetti, Anna Elisa Castellano

Journal:

Journal of Neurology

Year:

1993

Language:

english

File:

PDF, 324 KB

english, 1993

22

Bounds for Functions of Dependent Risks

Paul Embrechts, Giovanni Puccetti

Journal:

Finance and Stochastics

Year:

2006

Language:

english

File:

PDF, 186 KB

english, 2006

23

Aggregating risk capital, with an application to operational risk

Paul Embrechts, Giovanni Puccetti

Journal:

The GENEVA Risk and Insurance Review

Year:

2006

Language:

english

File:

PDF, 389 KB

english, 2006

24

Bounds for the sum of dependent risks having overlapping marginals

Paul Embrechts, Giovanni Puccetti

Journal:

Journal of Multivariate Analysis

Year:

2010

Language:

english

File:

PDF, 1.43 MB

english, 2010

25

Bounds for joint portfolios of dependent risks

Puccetti, Giovanni, Rüschendorf, Ludger

Journal:

Statistics & Risk Modeling

Year:

2012

Language:

english

File:

PDF, 228 KB

english, 2012

26

Computation of sharp bounds on the distribution of a function of dependent risks

Giovanni Puccetti, Ludger Rüschendorf

Journal:

Journal of Computational and Applied Mathematics

Year:

2012

Language:

english

File:

PDF, 303 KB

english, 2012

27

Multivariate comonotonicity

Giovanni Puccetti, Marco Scarsini

Journal:

Journal of Multivariate Analysis

Year:

2010

Language:

english

File:

PDF, 823 KB

english, 2010

28

Sharp bounds on the expected shortfall for a sum of dependent random variables

Puccetti, Giovanni

Journal:

Statistics & Probability Letters

Year:

2013

Language:

english

File:

PDF, 390 KB

english, 2013

29

Reducing model risk via positive and negative dependence assumptions

Bignozzi, Valeria, Puccetti, Giovanni, Rüschendorf, Ludger

Journal:

Insurance: Mathematics and Economics

Year:

2015

Language:

english

File:

PDF, 480 KB

english, 2015

30

Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals

Puccetti, Giovanni, Rüschendorf, Ludger

Journal:

Communications in Statistics - Simulation and Computation

Year:

2015

Language:

english

File:

PDF, 418 KB

english, 2015

31

The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables

Arbenz, Philipp, Embrechts, Paul, Puccetti, Giovanni

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2012

Language:

english

File:

PDF, 505 KB

english, 2012

32

Bounds on total economic capital: the DNB case study

Aas, Kjersti, Puccetti, Giovanni

Journal:

Year:

2014

Language:

english

File:

PDF, 1.69 MB

english, 2014

33

Quantum-Spacetime Scenarios and Soft Spectral Lags of the Remarkable GRB130427A

Amelino-Camelia, Giovanni, Fiore, Fabrizio, Guetta, Dafne, Puccetti, Simonetta

Journal:

Advances in High Energy Physics

Year:

2014

Language:

english

File:

PDF, 920 KB

english, 2014

34

Experimental Analysis of Wireless Power Transmission with Spiral Resonators

Puccetti, Giovanni, Reggiani, Ugo, Sandrolini, Leonardo

Journal:

Year:

2013

Language:

english

File:

PDF, 3.50 MB

english, 2013

35

[IEEE 2015 IEEE Wireless Power Transfer Conference (WPTC) - Boulder, CO, USA (2015.5.13-2015.5.15)] 2015 IEEE Wireless Power Transfer Conference (WPTC) - Experimental study on the termination impedance effects of a resonator array for inductive power transfer in the hundred kHz range

Alberto, Jose, Puccetti, Giovanni, Grandi, Gabriele, Reggiani, Ugo, Sandrolini, Leonardo

Year:

2015

Language:

english

File:

PDF, 1.56 MB

english, 2015

36

Building bridges between Mathematics, Insurance and Finance

Durante, Fabrizio, Puccetti, Giovanni, Scherer, Matthias

Journal:

Dependence Modeling

Year:

2015

Language:

english

File:

PDF, 2.73 MB

english, 2015

37

Reduction of Value-at-Risk bounds via independence and variance information

Puccetti, Giovanni, Rüschendorf, Ludger, Small, Daniel, Vanduffel, Steven

Journal:

Scandinavian Actuarial Journal

Year:

2015

Language:

english

File:

PDF, 900 KB

english, 2015

38

Modeling of Degradation and Recovery of Perovskite Solar Cells

Gorji, Nima E., sohrabpoor, Hamed, puccetti, giovanni

Journal:

Year:

2016

Language:

english

File:

PDF, 1.08 MB

english, 2016

39

Advances in Complete Mixability

Puccetti, Giovanni, Wang, Bin, Wang, Ruodu

Journal:

Journal of Applied Probability

Year:

2012

Language:

english

File:

PDF, 113 KB

english, 2012

40

Sharp Bounds for Sums of Dependent Risks

Puccetti, Giovanni, Rüschendorf, Ludger

Journal:

Journal of Applied Probability

Year:

2013

Language:

english

File:

PDF, 126 KB

english, 2013

41

Xenograft of Microencapsulated Sertoli Cells Reverses T1DM in NOD Mice by Inducing Neogenesis of Beta-Cells

Luca, Giovanni, Fallarino, Francesca, Calvitti, Mario, Mancuso, Francesca, Nastruzzi, Claudio, Arato, Iva, Falabella, Giulia, Grohmann, Ursula, Becchetti, Ennio, Puccetti, Paolo, Calafiore, Riccardo

Journal:

Transplantation Journal

Year:

2010

Language:

english

File:

PDF, 818 KB

english, 2010

42

The XMM‐Newton Wide‐Field Survey in the COSMOS Field. V. Angular Clustering of the X‐Ray Point Sources

Miyaji, Takamitsu, Zamorani, Giovanni, Cappelluti, Nico, Gilli, Roberto, Griffiths, Richard E., Comastri, Andrea, Hasinger, Gunther, Brusa, Marcella, Fiore, Fabrizio, Puccetti, Simonetta, Guzzo, Luigi

Journal:

The Astrophysical Journal Supplement Series

Year:

2007

Language:

english

File:

PDF, 244 KB

english, 2007

43

Improved survival in patients with chronic mild/moderate systolic heart failure followed up in a specialist clinic

Fragasso, Gabriele, Marinosci, Giovanni, Calori, Giliola, Spoladore, Roberto, Arioli, Francesco, Bassanelli, Giorgio, Salerno, Anna, Cuko, Amarild, Puccetti, Patrizia, Silipigni, Carmela, Palloshi, Al

Journal:

Journal of Cardiovascular Medicine

Year:

2013

Language:

english

File:

PDF, 205 KB

english, 2013

44

Course of Primary Candidiasis in T Cell-Depleted Mice Infected with Attenuated Variant Cells

Luigina Romani, Antonella Mencacci, Elio Cenci, Paolo Mosci, Giovanni Vitellozzi, Ursula Grohmann, Paolo Puccetti and Francesco Bistoni

Journal:

The Journal of Infectious Diseases

Year:

1992

Language:

english

File:

PDF, 2.68 MB

english, 1992

45

The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables

Arbenz, Philipp, Embrechts, Paul, Puccetti, Giovanni

Journal:

Year:

2011

Language:

english

File:

PDF, 395 KB

english, 2011

46

An algorithm to approximate the optimal expected inner product of two vectors with given marginals

Puccetti, Giovanni

Journal:

Journal of Mathematical Analysis and Applications

Year:

2017

Language:

english

File:

PDF, 489 KB

english, 2017

47

No evidence of NRAS mutation in squamous cell anal carcinoma (SCAC)

Capelli, Laura, Casadei Gardini, Andrea, Scarpi, Emanuela, Frassineti, Giovanni Luca, Saragoni, Luca, Puccetti, Maurizio, Scartozzi, Mario, Giannini, Massimo, Tamberi, Stefano, Corbelli, Jody, Ulivi,

Journal:

Scientific Reports

Year:

2016

Language:

english

File:

PDF, 333 KB

english, 2016

48

My introduction to copulas

Durante, Fabrizio, Puccetti, Giovanni, Scherer, Matthias, Vanduffel, Steven

Journal:

Dependence Modeling

Language:

english

File:

PDF, 1.97 MB

english

49

Sharp bounds for sums of dependent risks

Puccetti, Giovanni, Rüschendorf, Ludger

Journal:

Journal of Applied Probability

Year:

2013

Language:

english

File:

PDF, 144 KB

english, 2013

50

Centers of probability measures without the mean

Puccetti, Giovanni, Rigo, Pietro, Wang, Bin, Wang, Ruodu

Journal:

Journal of Theoretical Probability

Year:

2018

Language:

english

File:

PDF, 464 KB

english, 2018