8 citations · 8 across the 4 of their papers we have counts for
4 papers
Identification of Risk Extreme Values in a Time Series and Analysis with an Autoregressive Method - Application for Climate Risk Events
Gianluca Rosso
In this article there is no intention to repeat basic concepts about risk management, but we will try to define why often is usefull the time series analysis during the assessment…
Extreme Value Theory for Time Series using Peak-Over-Threshold method
Gianluca Rosso
This brief paper summarize the chances offered by the Peak-Over-Threshold method, related with analysis of extremes. Identification of appropriate Value at Risk can be solved by fi…
Climate Events and Insurance Demand - The effect of potentially catastrophic events on insurance demand in Italy
Alessandro Chieppa, Andrea Ricca, Gianluca Rosso
Climate extreme events are constantly increasing. What is the effect of these potentially catastrophic events on insurance demand in Italy, with particular reference to the economi…
Outliers Emphasis on Cluster Analysis - The use of squared Euclidean distance and fuzzy clustering to detect outliers in a dataset
Gianluca Rosso
Outlier is the term that indicates in statistics an anomalous observation, aberrant, clearly distant from others collected observations. The outliers are the subject to animated di…