Giovanni Puccetti : Citation Profile

Università degli Studi di Milano

12

H index

12

i10 index

486

Citations

RESEARCH PRODUCTION:

31

Articles

1

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 28
   Journals where Giovanni Puccetti has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 14 (2.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppu141
   Updated: 2025-04-19    RAS profile: 2024-02-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Vanduffel, Steven (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Giovanni Puccetti.

Is cited by:

Vanduffel, Steven (34)

Laeven, Roger (9)

Henry, Marc (9)

Galichon, Alfred (8)

Durante, Fabrizio (7)

luciano, elisa (6)

Dhaene, Jan (5)

Paterlini, Sandra (4)

Chi, Yichun (4)

Rulliere, Didier (4)

Curti, Filippo (4)

Cites to:

Dhaene, Jan (8)

Vanduffel, Steven (6)

Cooke, Roger (5)

Durante, Fabrizio (5)

Müller, Alfred (4)

Scarsini, Marco (4)

Acerbi, Carlo (4)

Tasche, Dirk (3)

Scandolo, Giacomo (3)

Remillard, Bruno (3)

NAPP, Clotilde (3)

Main data

Production by document typearticlepaper200520062007200820092010201120122013201420152016201720182019202020212022052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200520062007200820092010201120122013201420152016201720182019202020212022010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200520062007200820092010201120122013201420152016201720182019202020212022050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 12Most cited documents1234567891011121314050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Giovanni Puccetti has published?

Journals with more than one article published# docs
Dependence Modeling10
Insurance: Mathematics and Economics4
Journal of Multivariate Analysis4
Statistics & Probability Letters2
Journal of Banking & Finance2

Recent works citing Giovanni Puccetti (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Convolution Bounds on Quantile Aggregation. (2020). Wang, Ruodu ; Liu, Yang ; Lam, Henry ; Blanchet, Jose. In: Papers. RePEc:arx:papers:2007.09320.

Full description at Econpapers || Download paper

2024Simultaneous Optimal Transport. (2022). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483.

Full description at Econpapers || Download paper

2024Lorenz map, inequality ordering and curves based on multidimensional rearrangements. (2022). Fan, Yanqin ; Rivero, Jorge A ; Pass, Brendan ; Henry, Marc. In: Papers. RePEc:arx:papers:2203.09000.

Full description at Econpapers || Download paper

2024Joint mixability and negative orthant dependence. (2022). Wang, Ruodu ; Lin, Liyuan ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2204.11438.

Full description at Econpapers || Download paper

2024Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679.

Full description at Econpapers || Download paper

2024Risk measurement of joint risk of portfolios: a liquidity shortfall aspect. (2022). Wei, Linxiao ; Hu, Yijun ; Gong, Shuo. In: Papers. RePEc:arx:papers:2212.04848.

Full description at Econpapers || Download paper

2024Improved model-free bounds for multi-asset options using option-implied information and deep learning. (2024). Papapantoleon, Antonis ; Liu, Shuaiqiang ; Dragazi, Evangelia. In: Papers. RePEc:arx:papers:2404.02343.

Full description at Econpapers || Download paper

2024Robust Bernoulli mixture models for credit portfolio risk. (2024). Lutkebohmert, Eva ; Ansari, Jonathan. In: Papers. RePEc:arx:papers:2411.11522.

Full description at Econpapers || Download paper

2024Diversification quotient based on expectiles. (2024). Wang, Hao ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2411.14646.

Full description at Econpapers || Download paper

2024Quantiles under ambiguity and risk sharing. (2024). Liu, Peng ; Wang, Ruodu ; Mao, Tiantian. In: Papers. RePEc:arx:papers:2412.19546.

Full description at Econpapers || Download paper

2024Robust distortion risk measures. (2024). Vanduffel, Steven ; Bernard, Carole ; Pesenti, Silvana M. In: Mathematical Finance. RePEc:bla:mathfi:v:34:y:2024:i:3:p:774-818.

Full description at Econpapers || Download paper

2024Machine Learning techniques in joint default assessment. (2024). Semeraro, Patrizia ; Luciano, Elisa ; Fadda, Edoardo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:723.

Full description at Econpapers || Download paper

2024A simulation-based method for estimating systemic risk measures. (2024). Chen, Pengzhan ; Zhou, YI ; Ye, Wuyi ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

Full description at Econpapers || Download paper

2024Monotonicity of equilibria in nonatomic congestion games. (2024). Scarsini, Marco ; Dose, Valerio ; Cominetti, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:2:p:754-766.

Full description at Econpapers || Download paper

2024A theory of multivariate stress testing. (2024). Wang, Ruodu ; Millossovich, Pietro ; Tsanakas, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:851-866.

Full description at Econpapers || Download paper

2025Optimal reinsurance with multivariate risks and dependence uncertainty. (2025). Xia, YI ; Liu, Peng ; Hu, Junlei ; Fadina, Tolulope. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:231-242.

Full description at Econpapers || Download paper

2024Risk quantization by magnitude and propensity. (2024). Pages, Gilles ; Faugeras, Olivier P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:134-147.

Full description at Econpapers || Download paper

2024Inter-order relations between equivalence for Lp-quantiles of the Students t distribution. (2024). Petrella, Lea ; Merlo, Luca ; Bignozzi, Valeria. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:44-50.

Full description at Econpapers || Download paper

2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301.

Full description at Econpapers || Download paper

2024A note on the induction of comonotonic additive risk measures from acceptance sets. (2024). Horta, Eduardo ; Righi, Marcelo B ; Moresco, Marlon R ; Santos, Samuel S. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000130.

Full description at Econpapers || Download paper

2024Sluggish news reactions: A combinatorial approach for synchronizing stock jumps. (2024). Neely, Christopher ; Laurent, Sebastien ; Boudt, Kris ; Bouamara, Nabil. In: Working Papers. RePEc:fip:fedlwp:97969.

Full description at Econpapers || Download paper

2024A Basic Asymptotic Test for Value-at-Risk Subadditivity. (2024). Hofert, Marius. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:12:p:199-:d:1540391.

Full description at Econpapers || Download paper

2024A framework for measures of risk under uncertainty. (2024). Wang, Ruodu ; Liu, Yang ; Fadina, Tolulope. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:2:d:10.1007_s00780-024-00528-2.

Full description at Econpapers || Download paper

2024Real-time changepoint detection in a nonlinear expectile model. (2024). Peta, Michal ; MacIak, Mat ; Ciuperca, Gabriela. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:87:y:2024:i:2:d:10.1007_s00184-023-00904-6.

Full description at Econpapers || Download paper

2025Generalized Hoeffding-Fréchet functionals and mass transportation. (2025). Ludger, Rschendorf. In: Dependence Modeling. RePEc:vrs:demode:v:13:y:2025:i:1:p:15:n:1001.

Full description at Econpapers || Download paper

2024A comparison of Range Value at Risk (RVaR) forecasting models. (2024). Santos, Samuel Solgon ; Gossling, Thalles Weber ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:509-543.

Full description at Econpapers || Download paper

Giovanni Puccetti is editor of

Journal  ↓  ↓
Dependence Modeling

Works by Giovanni Puccetti:

Year  ↓Title  ↓Type  ↓Cited  ↓
2012Bounds for joint portfolios of dependent risks In: Statistics & Risk Modeling.
[Full Text][Citation analysis]		article8
2022Fair allocation of indivisible goods with minimum inequality or minimum envy In: European Journal of Operational Research.
[Full Text][Citation analysis]		article1
2005Worst VaR scenarios In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article24
2013Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article12
2015Reducing model risk via positive and negative dependence assumptions In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article15
2018Conditional expectiles, time consistency and mixture convexity properties In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article12
2013Model uncertainty and VaR aggregation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article121
2018A clustering approach and a rule of thumb for risk aggregation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2010Bounds for the sum of dependent risks having overlapping marginals In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article5
2010Multivariate comonotonicity In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article40
2010Multivariate comonotonicity.(2010) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2020On the computation of Wasserstein barycenters In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article2
2006Bounds for functions of multivariate risks In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article57
2015Studying mixability with supermodular aggregating functions In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article3
2013Sharp bounds on the expected shortfall for a sum of dependent random variables In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article13
2014An Academic Response to Basel 3.5 In: Risks.
[Full Text][Citation analysis]		article86
2006Aggregating risk capital, with an application to operational risk In: The Geneva Papers on Risk and Insurance Theory.
[Full Text][Citation analysis]		article12
2006Aggregating risk capital, with an application to operational risk.(2006) In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2006Bounds for Functions of Dependent Risks In: Finance and Stochastics.
[Full Text][Citation analysis]		article42
In: .
[Full Text][Citation analysis]		article4
2019Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance In: Quantitative Finance.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article2
2015Building bridges between Mathematics, Insurance and Finance: An interview with Paul Embrechts In: Dependence Modeling.
[Full Text][Citation analysis]		article3
2015A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf In: Dependence Modeling.
[Full Text][Citation analysis]		article0
2016Stat Trek. An interview with Christian Genest In: Dependence Modeling.
[Full Text][Citation analysis]		article0
2016Distributions with given marginals: the beginnings: An interview with Giorgio Dall’Aglio In: Dependence Modeling.
[Full Text][Citation analysis]		article1
2016VaR bounds for joint portfolios with dependence constraints In: Dependence Modeling.
[Full Text][Citation analysis]		article14
2017The Vine Philosopher: An interview with Roger Cooke In: Dependence Modeling.
[Full Text][Citation analysis]		article0
2017My introduction to copulas: An interview with Roger Nelsen In: Dependence Modeling.
[Full Text][Citation analysis]		article0
2018Copulas, credit portfolios, and the broken heart syndrome In: Dependence Modeling.
[Full Text][Citation analysis]		article6
2018A Journey Beyond The Gaussian World: An interview with Harry Joe In: Dependence Modeling.
[Full Text][Citation analysis]		article0
2021Special Issue on copulas in memory of Abe Sklar (1925-2020) In: Dependence Modeling.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team