GIACOMELLI, JACOPO
GIACOMELLI, JACOPO
DIPARTIMENTO DI SCIENZE STATISTICHE
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Risultati 1 - 12 di 12 (tempo di esecuzione: 0.029 secondi).
Calibrating the CreditRisk+ Model at Different Time Scales and in Presence of Temporal Autocorrelation
2021 Giacomelli, Jacopo; Passalacqua, Luca
Calibrating the dependence structure of the CreditRisk+ model at different time scales
2018 Giacomelli, J.; Passalacqua, L.
Claim probability in Credit and Suretyship insurance
2022 Giacomelli, Jacopo
Density of states in an optical speckle potential
2010 Falco, G. M.; Fedorenko, A. A.; Giacomelli, J.; Modugno, M.
Improved Precision in Calibrating CreditRisk+ Model for Credit Insurance Applications
2021 Giacomelli, J.; Passalacqua, L.
Localization properties of one-dimensional speckle potentials in a box
2014 Giacomelli, J.
One-Dimensional Matter Waves as a Multi-State Bit
2022 Giacomelli, Jacopo
Parametric estimation of latent default frequency in credit insurance
2022 Giacomelli, Jacopo
RecessionRisk+: A Novel Recession Risk Model with Applications to the Solvency II Framework and Recession Crises Forecasting
2024 Giacomelli, Jacopo; Passalacqua, Luca
The Rating Scale Paradox: An Application to the Solvency 2 Framework
2023 Giacomelli, Jacopo
The Rating Scale Paradox: Semantics Instability versus Information Loss
2022 Giacomelli, Jacopo
Unsustainability Risk of Bid Bonds in Public Tenders
2021 Giacomelli, Jacopo; Passalacqua, Luca