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Giovanni Puccetti · Study
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Author
Giovanni Puccetti
10 works
· latest 2017
· 2 institutions
cluster: provisional
ORCID 0000-0003-1866-5951
Works
10 shown
The Vine Philosopher
Dependence Modeling
·
2017
·
4 authors
·
Open access
1
citations
Extremal Dependence Concepts
Statistical Science
·
2015
·
2 authors
·
Open access
108
citations
An Academic Response to Basel 3.5
Risks
·
2014
·
5 authors
·
Open access
236
citations
Model uncertainty and VaR aggregation
Journal of Banking & Finance
·
2013
·
3 authors
·
Open access
295
citations
Sharp Bounds for Sums of Dependent Risks
Journal of Applied Probability
·
2013
·
2 authors
·
Open access
69
citations
Computation of sharp bounds on the distribution of a function of dependent risks
Journal of Computational and Applied Mathematics
·
2011
·
2 authors
·
Open access
123
citations
Aggregating risk capital, with an application to operational risk
The Geneva Risk and Insurance Review
·
2006
·
2 authors
·
Open access
65
citations
Bounds for Functions of Dependent Risks
Finance and Stochastics
·
2006
·
2 authors
·
Open access
146
citations
Worst VaR scenarios
Insurance Mathematics and Economics
·
2005
·
3 authors
57
citations
Bounds for functions of multivariate risks
Journal of Multivariate Analysis
·
2005
·
2 authors
·
Open access
116
citations