Jacopo Giacomelli
| Titolo | Pubblicato in | Anno |
|---|---|---|
| RecessionRisk+: A Novel Recession Risk Model with Applications to the Solvency II Framework and Recession Crises Forecasting | MATHEMATICS | 2024 |
| One-Dimensional Matter Waves as a Multi-State Bit | APPLIEDMATH | 2022 |
| Parametric estimation of latent default frequency in credit insurance | JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY | 2022 |
| The Rating Scale Paradox: Semantics Instability versus Information Loss | STANDARDS | 2022 |
| Calibrating the CreditRisk+ Model at Different Time Scales and in Presence of Temporal Autocorrelation | MATHEMATICS | 2021 |
| Unsustainability Risk of Bid Bonds in Public Tenders | MATHEMATICS | 2021 |
| Improved Precision in Calibrating CreditRisk+ Model for Credit Insurance Applications | Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2021 |
| Calibrating the dependence structure of the CreditRisk+ model at different time scales | 2018 |
Credit risk modeling; factors models; absorbing events; models calibration; risk management
© Università degli Studi di Roma "La Sapienza" - Piazzale Aldo Moro 5, 00185 Roma