Foto del docente

Sabrina Mulinacci

Professoressa associata confermata

Dipartimento di Scienze Statistiche "Paolo Fortunati"



Cherubini U.; Mulinacci S., Extensions and distortions of λ-fuzzy measures, «FUZZY SETS AND SYSTEMS», 2020, on line first, pp. 1 - 14 [articolo]

Gobbi, Fabio; Kolev, Nikolai; Mulinacci, Sabrina, JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS, «ASTIN BULLETIN», 2019, 49, pp. 409 - 432 [articolo]

Gobbi F.; Mulinacci S., Mixing and moments properties of a non-stationary copula-based Markov process, «COMMUNICATIONS IN STATISTICS. THEORY AND METHODS», 2019, on line first, pp. 1 - 12 [articolo]

Mulinacci, Sabrina, Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures, «METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY», 2018, 20, pp. 205 - 236 [articolo]

Cherubini, Umberto; Mulinacci, Sabrina, The Gumbel-Marshall-Olkin distribution, in: Copulas and Dependence Models with Applications, Cham, Springer Nature, 2017, pp. 21 - 31 [capitolo di libro]

Cherubini Umberto; Fabio Gobbi; Mulinacci Sabrina, Convolution Copula Econometrics, Cham, Springer, 2016, pp. 90 . [libro]

Cherubini, Umberto; Durante, Fabrizio; Mulinacci, Sabrina (a cura di): G. Bernhart, F. Durante,L. Fernandez, E. Frostig, S. Girard, N. Kolev, J-F. Mai, G. Mazo, S. Mulinacci, F. Pellerey, J. Pinto, S. Schenk, M. Scherer, Marshall–Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013, Cham, Springer International Publishing, 2015, pp. 113 . [curatela]

Mulinacci, Sabrina, Marshall-Olkin Machinery and Power Mixing: The Mixed Generalized Marshall-Olkin Distribution, in: Marshall-Olkin Distributions- Advances in Theory and Applications, Cham Heidelberg New York Dordrecht London, Springer, 2015, pp. 65 - 86 [capitolo di libro]

Umberto Cherubini; Sabrina Mulinacci, Contagion-based distortion risk measures, «APPLIED MATHEMATICS LETTERS», 2014, 27, pp. 85 - 89 [articolo]

U. Cherubini;S. Mulinacci, A Model for Estimating the Liquidity Valuation Adjustment on OTC Derivatives, in: Managing Illiquid Assets: Perspectives and Challenges, LONDON, Risk Books, 2012, pp. 129 - 155 [capitolo di libro]

U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli, Dynamic Copula Methods in Finance, CHICHESTER, John Wiley & Sons, Ltd, 2012, pp. 274 . [libro]

Cherubini U.; Mulinacci S.; Romagnoli S., A copula-based model of speculative price dynamics in discrete time, «JOURNAL OF MULTIVARIATE ANALYSIS», 2011, 102, pp. 1047 - 1063 [articolo]

Cherubini U.; Mulinacci S.; Romagnoli S., On the distribution of (un)bounded sum of random variables, «INSURANCE MATHEMATICS & ECONOMICS», 2011, 48, pp. 56 - 63 [articolo]

Colivicchi I.; Mignanego F.; Mulinacci S., THE CONCEPT OF A SUITABLE INSURANCE POLICY USING LEADER -FOLLOWER GAMES, in: Game Theory and Applications. Volume 15, NEW YORK, Nova Science Publishers, Inc., 2011, pp. 21 - 35 [capitolo di libro]

S. Mulinacci, The efficient hedging problem for American options, «FINANCE AND STOCHASTICS», 2011, 15, pp. 365 - 397 [articolo]