Concepedia

Giovanni Puccetti

GP

46

Publications

1.9K

Citations

25

H-Index

1993

Active since

Affiliations

University of Milan(Current)

University of Florence

University of Freiburg

University of Bologna

Giovanni Puccetti is an author at University of Milan specializing in engineering, statistics, and probability theory.

Top concepts

EngineeringStatisticsProbabilityRisk ManagementFinanceBusinessStatistical InferenceManagementUncertainty QuantificationComputer Science

Publications per year

1993–2024

46

Publications

46

An Academic Response to Basel 3.5

Paul Embrechts, Giovanni Puccetti, Ludger Rüschendorf et al. · Risks · 2014 · 254 citations · Full text

Risk Model Validation, Financial Risk Management, Risk Metric +19

Computation of sharp bounds on the distribution of a function of dependent risks

Giovanni Puccetti, Ludger Rüschendorf · Journal of Computational and Applied Mathematics · 2011 · 142 citations

Dependent Risks, Engineering, Uncertainty Quantification +9

Bounds for functions of multivariate risks

Paul Embrechts, Giovanni Puccetti · Journal of Multivariate Analysis · 2005 · 119 citations

Engineering, Risk Management, Risk Metric +5

Extremal Dependence Concepts

Giovanni Puccetti, Ruodu Wang · Statistical Science · 2015 · 117 citations · Full text

Mathematical Programming, Engineering, Path Dependence +17

Aggregating risk capital, with an application to operational risk

Paul Embrechts, Giovanni Puccetti · The Geneva Risk and Insurance Review · 2006 · 68 citations · Full text

Capital Structure, Engineering, Financial Risk Management +8

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