2 papers
physics.acc-ph2023
Final Design of the Production SSR1 Cryomodule for PIP-II Project at Fermilab
J. Bernardini, V. Roger, D. Passarelli +9
This contribution reports the design of the production Single Spoke Resonator Type 1 Cryomodule (SSR1 CM) for the PIP-II project at Fermilab. The innovative design is based on a st…
q-fin.RM2017
Value-at-Risk Diversification of -stable Risks: The Tail-Dependence Puzzle
Umberto Cherubini, Paolo Neri
We consider the problem of risk diversification of -stable heavy tailed risks. We study the behaviour of the aggregated Value-at-Risk, with particular reference to the impact of…