Sabrina Mulinacci

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Person:483721

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zbMath Open mulinacci.sabrinaMaRDI QIDQ483721

List of research outcomes

PublicationDate of PublicationType
A Marshall-Olkin type multivariate model with underlying dependent shocks2023-02-17Paper
Probability solutions of the Sincov's functional equation on the set of nonnegative integers2023-01-23Paper
Mixing and moments properties of a non-stationary copula-based Markov process2022-05-18Paper
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications2021-11-19Paper
New characterizations of bivariate discrete Schur-constant models2021-11-12Paper
Hierarchical Archimedean dependence in common shock models2021-11-09Paper
Extensions and distortions of \(\lambda\)-fuzzy measures2021-08-23Paper
State-Dependent Autoregressive Models: Properties, Estimation and Forecasting2020-02-08Paper
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS2019-05-29Paper
Archimedean-based Marshall-Olkin distributions and related dependence structures2018-03-01Paper
Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution2017-07-05Paper
Gaussian autoregressive process with dependent innovations. Some asymptotic results2017-04-11Paper
$\beta$-mixing and moments properties of a non-stationary copula-based Markov process2017-04-05Paper
Convolution copula econometrics2017-01-17Paper
Granger Independent Martingale Processes2016-07-06Paper
https://portal.mardi4nfdi.de/entity/Q29433392015-09-11Paper
Contagion-based distortion risk measures2015-05-19Paper
The efficient hedging problem for American options2014-12-17Paper
On the distribution of the (un)bounded sum of random variables2011-08-01Paper
https://portal.mardi4nfdi.de/entity/Q30158082011-07-13Paper
A copula-based model of speculative price dynamics in discrete time2011-05-23Paper
https://portal.mardi4nfdi.de/entity/Q35740122010-07-09Paper
Hedging American options in Merton's model: A locally risk minimizing approach2009-02-06Paper
A lattice model with incomplete information: A credit risk application2009-01-09Paper
A Copula-Based Model of the Term Structure of CDO Tranches2008-12-01Paper
https://portal.mardi4nfdi.de/entity/Q46817432005-06-24Paper
https://portal.mardi4nfdi.de/entity/Q44074182003-07-01Paper
https://portal.mardi4nfdi.de/entity/Q42396322000-04-18Paper
Functional convergence of Snell envelopes: Applications to American options approximations1999-01-27Paper
An approximation of American option prices in a jump-diffusion model1996-08-05Paper

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