MASALA, GIOVANNI BATISTA

MASALA, GIOVANNI BATISTA  

DIPARTIMENTO DI SCIENZE ECONOMICHE ED AZIENDALI  

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Risultati 1 - 20 di 60 (tempo di esecuzione: 0.031 secondi).
Titolo Data di pubblicazione Autore(i) Rivista Editore
A Copula Based Actuarial Model for Credit Risk 1-gen-2004 Micocci, Marco; Masala, GIOVANNI BATISTA; Menzietti, M. - -
A Copula Based Actuarial Model for Credit Risk in a Multiperiod Framework 1-gen-2006 Micocci, Marco; Menzietti, M; Masala, GIOVANNI BATISTA ECONOMIA, SOCIETÀ E ISTITUZIONI -
A geometrical interpretation of the shape invariant for geodesic triangles in complex projective spaces 1-gen-1994 Masala, GIOVANNI BATISTA GEOMETRIAE DEDICATA -
A multivariate high-order markov model for the income estimation of a wind farm 1-gen-2021 de Blasis, R.; Masala, G. B.; Petroni, F. ENERGIES -
A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization 1-gen-2022 Casula, Laura; D’Amico, Guglielmo; Masala, Giovanni; Filippo Petroni, Filippo THE JOURNAL OF ENERGY MARKETS -
Advanced models for the quantification of operational risk in financial institutions under the loss distribution approach 1-gen-2008 Angela, C; Masala, GIOVANNI BATISTA; Micocci, Marco JOURNAL OF FINANCIAL TRANSFORMATION -
Advanced operational risk modelling for banks and insurance companies 1-gen-2007 Micocci, Marco; Masala, GIOVANNI BATISTA - -
Advanced operational risk modelling for banks and insurance companies 1-gen-2009 Angela, C; Bisignani, R; Masala, GIOVANNI BATISTA; Micocci, Marco INVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS -
Applications of phase type survival trees in HIV disease progression modelling 1-gen-2017 Gafa, Marija; Garg, Lalit; Masala, Giovanni; Mcclean, Sally I. - Institute of Electrical and Electronics Engineers Inc.
Backtesting energy portfolio with copula dependence structure 1-gen-2021 Masala, G. ENERGY SYSTEMS -
Backtesting value at risk estimation with non gaussian marginals 1-gen-2004 Micocci, Marco; Masala, GIOVANNI BATISTA - -
Basket cliquet options pricing with a dynamic dependence structure and stochastic interest rates 1-gen-2013 Masala, GIOVANNI BATISTA INSURANCE MARKETS AND COMPANIES: ANALYSES AND ACTUARIAL COMPUTATIONS -
Congruence theorem for 4-tuples in the Grassmann manifold G2(R^8) 1-gen-2001 Masala, GIOVANNI BATISTA JOURNAL OF GEOMETRY -
Congruence theorems for triangles in the Grassmann manifolds G2(L^4) 1-gen-2004 Masala, GIOVANNI BATISTA RENDICONTI DEL CIRCOLO MATEMATICO DI PALERMO -
Drawdown risk measures for asset portfolios with high frequency data 1-gen-2023 Masala, G.; Petroni, F. ANNALS OF FINANCE -
Dynamic dependence structure between energy markets and the Italian stock index 1-gen-2018 Masala, Giovanni INVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS -
Earthquakes occurrences estimation through a parametric semi-Markov approach 1-gen-2012 Masala, GIOVANNI BATISTA JOURNAL OF APPLIED STATISTICS -
Economic capital management for insurance companies 1-gen-2009 Bisignani, R; Masala, GIOVANNI BATISTA; Micocci, Marco - The McGraw-Hill Companies
Economic capital management for insurance companies using conditional value at risk and a copula approach 1-gen-2006 Micocci, M.; Bisignani, R.; Masala, G. B. ECONOMIA, SOCIETÀ E ISTITUZIONI -
Economic capital management for insurance companies using conditional value at risk and a copula approach 1-gen-2008 Micocci, Marco; Bisignani, R; Masala, GIOVANNI BATISTA - Bloomberg Press