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Sabrina Mulinacci

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

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

Publications

Mulinacci, Sabrina; Ricci, Massimo, Pseudo-moment generating functions: Application to pseudo-Schur constant random vectors, «FUZZY SETS AND SYSTEMS», 2024, 485, Article number: 108963 , pp. 1 - 13 [Scientific article]Open Access

Gobbi, Fabio; Mulinacci, Sabrina, Time-varying dependence and currency tail risk during the Covid-19 pandemic, «STUDIES IN ECONOMICS AND FINANCE», 2023, 40, pp. 839 - 858 [Scientific article]

Mulinacci, Sabrina, A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks, «METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY», 2022, 24, pp. 2455 - 2484 [Scientific article]Open Access

Kolev, Nikolai; Mulinacci, Sabrina, New characterizations of bivariate discrete Schur-constant models, «STATISTICS & PROBABILITY LETTERS», 2022, 180, Article number: 109233 , pp. 1 - 4 [Scientific article]Open Access

Kolev, Nikolai; Mulinacci, Sabrina, Probability solutions of the Sincov’s functional equation on the set of nonnegative integers, «REVISTA BRASILEIRA DE PROBABILIDADE E ESTATÍSTICA», 2022, 36, pp. 685 - 691 [Scientific article]

Gobbi, F; Mulinacci, S, State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting, «CENTRAL EUROPEAN JOURNAL OF ECONOMIC MODELLING AND ECONOMETRICS», 2022, 14, pp. 81 - 108 [Scientific article]Open Access

Cherubini U.; Mulinacci S., Extensions and distortions of λ-fuzzy measures, «FUZZY SETS AND SYSTEMS», 2021, 412, pp. 27 - 40 [Scientific article]Open Access

Cherubini U.; Mulinacci S., Hierarchical Archimedean Dependence in Common Shock Models, «METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY», 2021, 23, pp. 143 - 163 [Scientific article]Open Access

Gobbi F.; Kolev N.; Mulinacci S., Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications, «INSURANCE MATHEMATICS & ECONOMICS», 2021, 101, pp. 342 - 358 [Scientific article]Open Access

Gobbi F.; Mulinacci S., Mixing and moments properties of a non-stationary copula-based Markov process, «COMMUNICATIONS IN STATISTICS. THEORY AND METHODS», 2020, 49, pp. 4559 - 4570 [Scientific article]Open Access

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

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

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

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

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]

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