Giovanni Rabitti

MaRDI QIDQ2079431zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Construction of rating systems using global sensitivity analysis: a numerical investigation ASTIN Bulletin	2024-04-30	Paper
Tail variance allocation, Shapley value, and the majorization problem Journal of Applied Probability	2024-02-23	Paper
Sensitivity Analysis of Pandemic Models Can Support Effective Policy Decisions Journal of Computational and Graphical Statistics	2024-01-22	Paper
A coevolution model of defensive medicine, litigation and medical malpractice insurance Communications in Nonlinear Science and Numerical Simulation	2022-12-20	Paper
Interactions and computer experiments Scandinavian Journal of Statistics	2022-10-06	Paper
Screening: from tornado diagrams to effective dimensions European Journal of Operational Research	2022-09-29	Paper
Computing Shapley effects for sensitivity analysis SIAM/ASA Journal on Uncertainty Quantification	2021-10-26	Paper
On the comparison of Shapley values for variance and standard deviation games Journal of Applied Probability	2021-09-24	Paper
Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods Insurance Mathematics & Economics	2020-11-19	Paper
An evolutionary approach to fraud management European Journal of Operational Research	2020-05-07	Paper
A Shapley-Owen index for interaction quantification SIAM/ASA Journal on Uncertainty Quantification	2019-10-17	Paper
The rearrangement algorithm of Puccetti and Rüschendorf: proving the convergence Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-10-12	Paper

Research outcomes over time

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