4 citations · 8 across the 35 of their papers we have counts for
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q-fin.RM2017
Large deviations for risk measures in finite mixture models
Valeria Bignozzi, Claudio Macci, Lea Petrella
Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically…
math.PR2017
Large deviations for i.i.d. replications of the total progeny of a Galton--Watson process
Claudio Macci, Barbara Pacchiarotti
The Galton--Watson process is the simplest example of a branching process. The relationship between the offspring distribution, and, when the extinction occurs almost surely, the d…