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UCC38085DR 其他数据使用手册 - TI（德州仪器）
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UCC38085DR数据手册
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Dr. Giovanni Puccetti
Born December 16, 1978 in Viareggio (Italy).
Italian citizen, married to Francesca Taruffi, two children.
CURRENT POSITION
Associate Professor 13/D4 (SECS-S/06)
University of Milano, Italy
Department of Economics, Management and Quantitative Methods
Via Conservatorio 7, 20122 Milano (MI) ITALY
National scientific habilitation as Full Professor for the sectors:
- 13/D4 (until 5/04/2023)
- 13/D1 (until 31/03/2023)
email: giovanni(dot)puccetti(at)unimi(dot)it
web-page: https://sites.google.com/site/giovannipuccetti
EDUCATION
2005, PhD in Mathematics applied to Economic Decisions University of Pisa, Italy.
Title of the dissertation: Bounds for functions of univariate and multivariate risks.
Supervisor: Prof. Dr. Paul Embrechts, ETH Zurich
2001, Graduated cum laude in Statistics and Actuarial Science, University of Firenze, Italy
VISITING POSITION
2013, Visiting Professor at University
of
Waterloo,
Canada
2008-2009, Visiting Professor at RiskLab
ETH
Zurich,
Switzerland
2004, Research Assistant at RiskLab
ETH
Zurich,
Switzerland
RESEARCH INTERESTS
Applied Probability. Quantitative Risk Management applied to regulation and capital requirements.
Dependence Modeling. Numerical methods in Multivariate Analysis. Model uncertainty in
quantitative risk management. Mathematical models for risk aggregation and diversification in
actuarial science. Complete mixability. Monge-Kantorovich mass transportation problems applied to
insurance and finance. Comonotonicity in risk management and risk theory. Copula methods, risk
measures and stochastic ordering of risks. Quantitative modeling of operational risk.
BIB METRICS (last
update:
Oct
18,
2017
)
Scopus: DOCS: 24 CITS: 426 H-INDEX: 12
Thomson: DOCS: 24 CITS: 380 H-INDEX: 11
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