Foto del docente

Sabrina Mulinacci

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Publications

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

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

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

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

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 [Chapter or essay]

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 . [Editorship]

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

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 [Chapter or essay]

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

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 [Scientific article]

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

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 [Chapter or essay]

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

U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli, A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets, in: Copula Theory and Its Applications, Lecture Notes in Statistics, BERLIN HEIDELBERG, Springer Verlag, 2010, 198, pp. 257 - 265 (atti di: Workshop on Copula Theory and Its Applications, Varsavia, 25-26 Settembre 2009) [Contribution to conference proceedings]

U. Cherubini; G. Della Lunga; S. Mulinacci; P. Rossi, Fourier Transform Methods in Finance, CHICHESTER, John Wiley & Sons, 2010, pp. 242 (Wiley Finance). [Research monograph]

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