Sabrina Mulinacci

Available identifiers

zbMath Open mulinacci.sabrinaMaRDI QIDQ483721

List of research outcomes

Publication	Date of Publication	Type
A Marshall-Olkin type multivariate model with underlying dependent shocks	2023-02-17	Paper
Probability solutions of the Sincov's functional equation on the set of nonnegative integers	2023-01-23	Paper
Mixing and moments properties of a non-stationary copula-based Markov process	2022-05-18	Paper
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications	2021-11-19	Paper
New characterizations of bivariate discrete Schur-constant models	2021-11-12	Paper
Hierarchical Archimedean dependence in common shock models	2021-11-09	Paper
Extensions and distortions of \(\lambda\)-fuzzy measures	2021-08-23	Paper
State-Dependent Autoregressive Models: Properties, Estimation and Forecasting	2020-02-08	Paper
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS	2019-05-29	Paper
Archimedean-based Marshall-Olkin distributions and related dependence structures	2018-03-01	Paper
Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution	2017-07-05	Paper
Gaussian autoregressive process with dependent innovations. Some asymptotic results	2017-04-11	Paper
$\beta$-mixing and moments properties of a non-stationary copula-based Markov process	2017-04-05	Paper
Convolution copula econometrics	2017-01-17	Paper
Granger Independent Martingale Processes	2016-07-06	Paper
The concept of a suitable insurance policy using leader-follower games	2015-09-11	Paper
Contagion-based distortion risk measures	2015-05-19	Paper
The efficient hedging problem for American options	2014-12-17	Paper
On the distribution of the (un)bounded sum of random variables	2011-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q3015808	2011-07-13	Paper
A copula-based model of speculative price dynamics in discrete time	2011-05-23	Paper
Fourier transform methods in finance.	2010-07-09	Paper
Hedging American options in Merton's model: A locally risk minimizing approach	2009-02-06	Paper
A lattice model with incomplete information: A credit risk application	2009-01-09	Paper
A Copula-Based Model of the Term Structure of CDO Tranches	2008-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q4681743	2005-06-24	Paper
https://portal.mardi4nfdi.de/entity/Q4407418	2003-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q4239632	2000-04-18	Paper
Functional convergence of Snell envelopes: Applications to American options approximations	1999-01-27	Paper
An approximation of American option prices in a jump-diffusion model	1996-08-05	Paper

Research outcomes over time

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