CRIS Current Research Information System

MULINACCI, SABRINA

MULINACCI, SABRINA  

STAT - DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"  

Docenti di ruolo di IIa fascia  

Mostra records
Risultati 1 - 20 di 39 (tempo di esecuzione: 0.053 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
Bid-ask bounds for option prices: the two-tail distortion model Cherubini, Umberto; Mulinacci, Sabrina 9999-01-01 QUANTITATIVE FINANCE - 1.01 Articolo in rivista -
Implied dividend bounds in option prices: anatomy of two markets Cherubini, Umberto; Mulinacci, Sabrina 9999-01-01 DECISIONS IN ECONOMICS AND FINANCE - 1.01 Articolo in rivista s10203-025-00506-z.pdf
Pseudo-moment generating functions: Application to pseudo-Schur constant random vectors Mulinacci, Sabrina; Ricci, Massimo 2024-01-01 FUZZY SETS AND SYSTEMS - 1.01 Articolo in rivista 11585_967681.pdf
Time-varying dependence and currency tail risk during the Covid-19 pandemic Gobbi, Fabio; Mulinacci, Sabrina 2023-01-01 STUDIES IN ECONOMICS AND FINANCE - 1.01 Articolo in rivista Gobbi_Mulinacci_Revised2.pdf
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
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 -
New characterizations of bivariate discrete Schur-constant models Kolev, Nikolai; Mulinacci, Sabrina 2022-01-01 STATISTICS & PROBABILITY LETTERS - 1.01 Articolo in rivista 11585_835153.pdf
Probability solutions of the Sincov’s functional equation on the set of nonnegative integers Kolev, Nikolai; Mulinacci, Sabrina 2022-01-01 REVISTA BRASILEIRA DE PROBABILIDADE E ESTATÍSTICA - 1.01 Articolo in rivista Sincov_discrete.pdf
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting Gobbi, F; Mulinacci, S 2022-01-01 CENTRAL EUROPEAN JOURNAL OF ECONOMIC MODELLING AND ECONOMETRICS - 1.01 Articolo in rivista 11585_879138.pdf
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
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
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications Gobbi, F.; Kolev, N.; Mulinacci, S. 2021-01-01 INSURANCE MATHEMATICS & ECONOMICS - 1.01 Articolo in rivista 11585_834299.pdf
Mixing and moments properties of a non-stationary copula-based Markov process Gobbi, F.; Mulinacci, S. 2020-01-01 COMMUNICATIONS IN STATISTICS. THEORY AND METHODS - 1.01 Articolo in rivista 11585_732645.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
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 -
The Gumbel-Marshall-Olkin distribution Umberto Cherubini; Sabrina Mulinacci 2017-01-01 - Springer Nature 2.01 Capitolo / saggio in libro -
Convolution Copula Econometrics Cherubini Umberto; Fabio Gobbi; Mulinacci Sabrina 2016-01-01 - Springer 3.01 Monografia / trattato scientifico in forma di libro -
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 -
Contagion-based distortion risk measures Umberto Cherubini; Sabrina Mulinacci 2014-01-01 APPLIED MATHEMATICS LETTERS - 1.01 Articolo in rivista -