MASALA, GIOVANNI BATISTA
MASALA, GIOVANNI BATISTA
DIPARTIMENTO DI SCIENZE ECONOMICHE ED AZIENDALI
A Copula Based Actuarial Model for Credit Risk
2004-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA; Menzietti, M.
A Copula Based Actuarial Model for Credit Risk in a Multiperiod Framework
2006-01-01 Micocci, Marco; Menzietti, M; Masala, GIOVANNI BATISTA
A geometrical interpretation of the shape invariant for geodesic triangles in complex projective spaces
1994-01-01 Masala, GIOVANNI BATISTA
A multivariate high-order markov model for the income estimation of a wind farm
2021-01-01 de Blasis, R.; Masala, G. B.; Petroni, F.
A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization
2022-01-01 Casula, Laura; D’Amico, Guglielmo; Masala, Giovanni; Filippo Petroni, Filippo
Advanced models for the quantification of operational risk in financial institutions under the loss distribution approach
2008-01-01 Angela, C; Masala, GIOVANNI BATISTA; Micocci, Marco
Advanced operational risk modelling for banks and insurance companies
2007-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA
Advanced operational risk modelling for banks and insurance companies
2009-01-01 Angela, C; Bisignani, R; Masala, GIOVANNI BATISTA; Micocci, Marco
Applications of phase type survival trees in HIV disease progression modelling
2017-01-01 Gafa, Marija; Garg, Lalit; Masala, Giovanni; Mcclean, Sally I.
Backtesting energy portfolio with copula dependence structure
2021-01-01 Masala, G.
Backtesting value at risk estimation with non gaussian marginals
2004-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA
Basket cliquet options pricing with a dynamic dependence structure and stochastic interest rates
2013-01-01 Masala, GIOVANNI BATISTA
Congruence theorem for 4-tuples in the Grassmann manifold G2(R^8)
2001-01-01 Masala, GIOVANNI BATISTA
Congruence theorems for triangles in the Grassmann manifolds G2(L^4)
2004-01-01 Masala, GIOVANNI BATISTA
Drawdown risk measures for asset portfolios with high frequency data
In corso di stampa Masala, G.; Petroni, F.
Dynamic dependence structure between energy markets and the Italian stock index
2018-01-01 Masala, Giovanni
Earthquakes occurrences estimation through a parametric semi-Markov approach
2012-01-01 Masala, GIOVANNI BATISTA
Economic capital management for insurance companies
2009-01-01 Bisignani, R; Masala, GIOVANNI BATISTA; Micocci, Marco
Economic capital management for insurance companies using conditional value at risk and a copula approach
2006-01-01 Micocci, M.; Bisignani, R.; Masala, G. B.
Economic capital management for insurance companies using conditional value at risk and a copula approach
2008-01-01 Micocci, Marco; Bisignani, R; Masala, GIOVANNI BATISTA