MULINACCI, SABRINA
MULINACCI, SABRINA
DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"
Docenti di ruolo di IIa fascia
Pseudo-moment generating functions: Application to pseudo-Schur constant random vectors
2024 Mulinacci, Sabrina; Ricci, Massimo
Time-varying dependence and currency tail risk during the Covid-19 pandemic
2023 Gobbi, Fabio; Mulinacci, Sabrina
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks
2022 Mulinacci, Sabrina
Estimation and forecasting of the Japan GDP growth rate using a state-dependent autoregressive model
2022 Gobbi Fabio; Mulinacci Sabrina
New characterizations of bivariate discrete Schur-constant models
2022 Kolev, Nikolai; Mulinacci, Sabrina
Probability solutions of the Sincov’s functional equation on the set of nonnegative integers
2022 Kolev, Nikolai; Mulinacci, Sabrina
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting
2022 Gobbi, F; Mulinacci, S
Extensions and distortions of λ-fuzzy measures
2021 Cherubini U.; Mulinacci S.
Hierarchical Archimedean Dependence in Common Shock Models
2021 Cherubini U.; Mulinacci S.
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
2021 Gobbi F.; Kolev N.; Mulinacci S.
Mixing and moments properties of a non-stationary copula-based Markov process
2020 Gobbi F.; Mulinacci S.
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS
2019 Gobbi, Fabio; Kolev, Nikolai; Mulinacci, Sabrina
Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures
2018 Mulinacci, Sabrina*
The Gumbel-Marshall-Olkin distribution
2017 Umberto Cherubini; Sabrina Mulinacci
Convolution Copula Econometrics
2016 Cherubini Umberto; Fabio Gobbi; 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
Contagion-based distortion risk measures
2014 Umberto Cherubini; Sabrina Mulinacci
A Model for Estimating the Liquidity Valuation Adjustment on OTC Derivatives
2012 U. Cherubini;S. Mulinacci
Dynamic Copula Methods in Finance
2012 U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli