Giovanni Puccetti - Concepedia

Author

Giovanni Puccetti

University of Milan ORCID

Also Known As

G Puccetti, Giovanni Puccetti, Puccetti, Giovanni, Puccetti, Giovanni <1986>

Publications

Citations

H-Index

Concepts

All Affiliations

University of Milan University of Florence University of Freiburg ETH Zurich University of Bologna

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	21	27	1.2K
2	Business	8	8	605
3	Management	7	7	558
4	Accounting	2	2	286
5	Medicine	1	1	48

Giovanni Puccetti

Publications

1.9K

Citations

H-Index

Page 1

	Year	Citations
An Academic Response to Basel 3.5 Paul Embrechts, Giovanni Puccetti, Ludger Rüschendorf, Risks Risk Model ValidationFinancial Risk ManagementRisk MetricAcademic ResponseAsset Pricing	2014	254
Computation of sharp bounds on the distribution of a function of dependent risks Giovanni Puccetti, Ludger Rüschendorf Journal of Computational and Applied Mathematics Dependent RisksEngineeringUncertainty QuantificationRisk ManagementManagement	2011	142
Bounds for functions of multivariate risks Paul Embrechts, Giovanni Puccetti Journal of Multivariate Analysis EngineeringRisk ManagementRisk MetricProbability TheoryMultivariate Approximation	2005	119
Extremal Dependence Concepts Giovanni Puccetti, Ruodu Wang Statistical Science Mathematical ProgrammingEngineeringPath DependenceEconomic AnalysisStochastic Geometry	2015	117
Aggregating risk capital, with an application to operational risk Paul Embrechts, Giovanni Puccetti The Geneva Risk and Insurance Review Capital StructureEngineeringFinancial Risk ManagementRisk ManagementRisk Capital	2006	68
Sharp Bounds for Sums of Dependent Risks Giovanni Puccetti, Ludger Rüschendorf Journal of Applied Probability Dependent RisksEngineeringRisk ManagementRisk MetricLower Bound	2013	67
Multivariate comonotonicity Giovanni Puccetti, Marco Scarsini Journal of Multivariate Analysis	2009	67
Worst VaR scenarios Paul Embrechts, Andrea Höing, Giovanni Puccetti Insurance Mathematics and Economics EngineeringValue-at-riskUncertainty QuantificationWorst Var ScenariosSoftware Testing	2005	55
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates Giovanni Puccetti, Bin Wang, Ruodu Wang Insurance Mathematics and Economics EngineeringEs EstimatesRobust StatisticStatistical FoundationComplete Mixability	2013	50
?Rubral? tremor after thalamic haemorrhage Luigi Mossuto-Agatiello, Giovanni Puccetti, Anna Elisa Castellano Journal of Neurology Thalamic HaemorrhageNeurological DisorderNeuroanatomyProgressive Supranuclear PalsyNeurology	1993	48

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