Giovanni Puccetti

Available identifiers

zbMath Open puccetti.giovanniMaRDI QIDQ325007

List of research outcomes

Publication	Date of Publication	Type
Measuring linear correlation between random vectors	2024-03-13	Paper
General construction and classes of explicit \(L^1\)-optimal couplings	2022-12-19	Paper
Integral transform analysis of microchannel fluid flow: irregular geometry estimation using velocimetry data	2021-11-09	Paper
Fair allocation of indivisible goods with minimum inequality or minimum envy	2021-11-09	Paper
Bounds for joint portfolios of dependent risks	2021-08-05	Paper
On the computation of Wasserstein barycenters	2020-02-05	Paper
A journey beyond the Gaussian world. An interview with Harry Joe	2020-01-13	Paper
Centers of probability measures without the mean	2019-07-18	Paper
Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance	2019-03-06	Paper
My introduction to copulas. An interview with Roger Nelsen	2018-11-01	Paper
Copulas, credit portfolios, and the broken heart syndrome. An interview with David X. Li	2018-11-01	Paper
Conditional expectiles, time consistency and mixture convexity properties	2018-10-19	Paper
Extremal dependence concepts	2018-10-02	Paper
Reduction of Value-at-Risk bounds via independence and variance information	2018-07-13	Paper
The vine philosopher	2018-02-15	Paper
An algorithm to approximate the optimal expected inner product of two vectors with given marginals	2017-07-01	Paper
An algorithm to approximate the optimal expected inner product of two vectors with given marginals	2017-03-28	Paper
Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio	2016-12-20	Paper
VaR bounds for joint portfolios with dependence constraints	2016-12-20	Paper
Stat trek. An interview with Christian Genest	2016-10-17	Paper
A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf	2016-01-21	Paper
Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts	2015-06-23	Paper
Studying mixability with supermodular aggregating functions	2015-06-11	Paper
Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals	2015-06-03	Paper
Reducing model risk via positive and negative dependence assumptions	2015-05-26	Paper
Detecting complete and joint mixability	2015-01-08	Paper
Bounds on total economic capital: the DNB case study	2014-12-19	Paper
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates	2014-06-23	Paper
Sharp bounds on the expected shortfall for a sum of dependent random variables	2013-05-13	Paper
Sharp Bounds for Sums of Dependent Risks	2013-04-25	Paper
The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables	2012-12-13	Paper
The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables	2012-09-19	Paper
Advances in Complete Mixability	2012-07-08	Paper
Computation of sharp bounds on the distribution of a function of dependent risks	2012-04-24	Paper
Bounds for the sum of dependent risks having overlapping marginals	2009-11-27	Paper
Multivariate comonotonicity	2009-11-27	Paper
Bounds for functions of dependent risks	2006-12-08	Paper
Bounds for functions of multivariate risks	2006-04-28	Paper
Worst VaR scenarios	2005-09-29	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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