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researcher

S. Mulinacci

7 papers hereh-index 12531 citations73 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • middle author1
  • last author4

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • math.ST3
  • q-fin.MF3
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20152020
most citedArchimedean-based Marshall-Olkin Distributions and Related Copula Functions

18 citations · 25 across the 7 of their papers we have counts for

collaborators
Showing 2017 · q-fin.MFShow all

1 paper · 2 filters

q-fin.MF2017

A systemic shock model for too big to fail financial institutions

Sabrina Mulinacci

In this paper we study the distributional properties of a vector of lifetimes in which each lifetime is modeled as the first arrival time between an idiosyncratic shock and a commo…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.