MULINACCI, SABRINA
MULINACCI, SABRINA
DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"
Docenti di ruolo di IIa fascia
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets
2010 U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli
A copula-based model of speculative price dynamics in discrete time
2011 Cherubini U.; Mulinacci S.; Romagnoli S.
A Copula-Based Model of the Term Structure of CDO Tranches
2008 U.Cherubini; S.Mulinacci; S.Romagnoli
A DYNAMIC CONTROL STRATEGY FOR PENSION PLANS IN A STOCHASTIC FRAMEWORK
2009 C. Colivicchi; S. Mulinacci; E. Vannucci
A Dynamic Control Strategy for Pension Plans in a Stochastic Framework
2008 Colivicchi I.; Mulinacci S.; Vanncci E.
A Lattice Model with Incomplete Information: A Credit Risk Application
2008 U.Cherubini;S.Mulinacci;S.Romagnoli
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks
2022 Mulinacci, Sabrina
A Model for Estimating the Liquidity Valuation Adjustment on OTC Derivatives
2012 U. Cherubini;S. Mulinacci
American Options in Incomplete markets
2005 F. Mignanego; S. Mulinacci
Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures
2018 Mulinacci, Sabrina*
Contagion-based distortion risk measures
2014 Umberto Cherubini; Sabrina Mulinacci
Convolution Copula Econometrics
2016 Cherubini Umberto; Fabio Gobbi; Mulinacci Sabrina
Dynamic Copula Methods in Finance
2012 U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli
Estimation and forecasting of the Japan GDP growth rate using a state-dependent autoregressive model
2022 Gobbi Fabio; Mulinacci Sabrina
Extensions and distortions of λ-fuzzy measures
2021 Cherubini U.; Mulinacci S.
Fourier Transform Methods in Finance
2010 U. Cherubini; G. Della Lunga; S. Mulinacci; P. Rossi
Hierarchical Archimedean Dependence in Common Shock Models
2021 Cherubini U.; Mulinacci S.
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS
2019 Gobbi, Fabio; Kolev, Nikolai; Mulinacci, Sabrina
Marshall-Olkin Machinery and Power Mixing: The Mixed Generalized Marshall-Olkin Distribution
2015 Mulinacci, Sabrina
Marshall–Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013
2015 Cherubini, Umberto; Durante, Fabrizio; Mulinacci, Sabrina
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets | U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli | 2010-01-01 | - | Springer Verlag | 4.01 Contributo in Atti di convegno | - |
| A copula-based model of speculative price dynamics in discrete time | Cherubini U.; Mulinacci S.; Romagnoli S. | 2011-01-01 | JOURNAL OF MULTIVARIATE ANALYSIS | - | 1.01 Articolo in rivista | - |
| A Copula-Based Model of the Term Structure of CDO Tranches | U.Cherubini; S.Mulinacci; S.Romagnoli | 2008-01-01 | - | Springer Verlag | 2.01 Capitolo / saggio in libro | - |
| A DYNAMIC CONTROL STRATEGY FOR PENSION PLANS IN A STOCHASTIC FRAMEWORK | C. Colivicchi; S. Mulinacci; E. Vannucci | 2009-01-01 | GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI | - | 1.01 Articolo in rivista | - |
| A Dynamic Control Strategy for Pension Plans in a Stochastic Framework | Colivicchi I.; Mulinacci S.; Vanncci E. | 2008-01-01 | - | s.n | 4.02 Riassunto (Abstract) | - |
| A Lattice Model with Incomplete Information: A Credit Risk Application | U.Cherubini;S.Mulinacci;S.Romagnoli | 2008-01-01 | STATISTICS & DECISIONS | - | 1.01 Articolo in rivista | - |
| A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks | Mulinacci, Sabrina | 2022-01-01 | METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY | - | 1.01 Articolo in rivista | 11585_877396.pdf |
| A Model for Estimating the Liquidity Valuation Adjustment on OTC Derivatives | U. Cherubini;S. Mulinacci | 2012-01-01 | - | Risk Books | 2.01 Capitolo / saggio in libro | - |
| American Options in Incomplete markets | F. Mignanego; S. Mulinacci | 2005-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
| Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures | Mulinacci, Sabrina* | 2018-01-01 | METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY | - | 1.01 Articolo in rivista | - |
| Contagion-based distortion risk measures | Umberto Cherubini; Sabrina Mulinacci | 2014-01-01 | APPLIED MATHEMATICS LETTERS | - | 1.01 Articolo in rivista | - |
| Convolution Copula Econometrics | Cherubini Umberto; Fabio Gobbi; Mulinacci Sabrina | 2016-01-01 | - | Springer | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Dynamic Copula Methods in Finance | U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli | 2012-01-01 | - | John Wiley & Sons, Ltd | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Estimation and forecasting of the Japan GDP growth rate using a state-dependent autoregressive model | Gobbi Fabio; Mulinacci Sabrina | 2022-01-01 | CENTRAL EUROPEAN JOURNAL OF ECONOMIC MODELLING AND ECONOMETRICS | - | 1.01 Articolo in rivista | - |
| Extensions and distortions of λ-fuzzy measures | Cherubini U.; Mulinacci S. | 2021-01-01 | FUZZY SETS AND SYSTEMS | - | 1.01 Articolo in rivista | Cherubini_Mulinacci.pdf |
| Fourier Transform Methods in Finance | U. Cherubini; G. Della Lunga; S. Mulinacci; P. Rossi | 2010-01-01 | - | John Wiley & Sons | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Hierarchical Archimedean Dependence in Common Shock Models | Cherubini U.; Mulinacci S. | 2021-01-01 | METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY | - | 1.01 Articolo in rivista | Cheruibini_Mulinacci_MCAP.pdf |
| JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS | Gobbi, Fabio; Kolev, Nikolai; Mulinacci, Sabrina | 2019-01-01 | ASTIN BULLETIN | - | 1.01 Articolo in rivista | GobbiF_AB_2019_postprint.pdf |
| Marshall-Olkin Machinery and Power Mixing: The Mixed Generalized Marshall-Olkin Distribution | Mulinacci, Sabrina | 2015-01-01 | - | Springer | 2.01 Capitolo / saggio in libro | - |
| Marshall–Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013 | Cherubini, Umberto; Durante, Fabrizio; Mulinacci, Sabrina | 2015-01-01 | SPRINGER PROCEEDINGS IN MATHEMATICS & STATISTICS | Springer International Publishing | 3.02 Curatela | - |