Pubblicazioni

  • Gobbi, F., & Mulinacci, S. (2020). Mixing and moments properties of a non-stationary copula-based Markov process. COMMUNICATIONS IN STATISTICS, THEORY AND METHODS, 49(18), 4559-4570. – dettaglio

  • Gobbi, F., Kolev, N., & Mulinacci, S. (2019). Joint life insurance pricing using extended Marshall-Olkin models. ASTIN BULLETIN, 49(2), 409-432. – dettaglio

  • Gobbi, F. (2018). Tail behavior of a sum of two dependence and heavy-tailed distributions. JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS, 21(6), 933-953. – dettaglio

  • Gobbi, F. (2016). Convolution Based Unit Root Processes: A Simulation Approach. INTERNATIONAL JOURNAL OF STATISTICS AND PROBABILITY, 5(6), 22-31. – dettaglio

  • Cherubini, U., Gobbi, F., & Mulinacci, S. (2016). Convolution Copula Econometrics. Cham : Springer. – dettaglio