Riccardo Gatto

Available identifiers

zbMath Open gatto.riccardoMaRDI QIDQ267895

List of research outcomes

Publication	Date of Publication	Type
Computation of the Distribution of the Absorption Time of the Drifted Diffusion with Stochastic Resetting and Mixed Boundary Conditions	2023-11-07	Paper
A Unified Perspective on Sampling Algorithms for Rare Trajectories of Discrete Markov Processes	2023-07-24	Paper
Statistical Methods for Directional Data	2023-03-10	Paper
Bayesian tests of symmetry for the generalized von Mises distribution	2022-05-10	Paper
Bayesian inference on the bimodality of the generalized von Mises distribution	2022-05-10	Paper
Stationary Stochastic Models	2022-04-04	Paper
Information theoretic results for stationary time series and the Gaussian-generalized von Mises time series	2021-01-21	Paper
The stability of the probability of ruin	2020-04-22	Paper
Stochastic models in actuarial risk theory. A mathematical introduction	2020-04-08	Paper
Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators	2020-03-27	Paper
Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions	2018-03-28	Paper
https://portal.mardi4nfdi.de/entity/Q2809702	2016-05-30	Paper
Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes	2016-04-29	Paper
Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion	2016-04-12	Paper
A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes	2015-05-18	Paper
An efficient simulation algorithm for the generalized von Mises distribution of order two	2015-02-18	Paper
Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods	2014-12-05	Paper
Stochastic models in actuarial risk theory. A mathematical introduction	2014-06-04	Paper
The von Mises-Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time	2013-12-06	Paper
Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion	2013-01-24	Paper
Saddlepoint approximations to tail probabilities and quantiles of inhomogeneous discounted compound Poisson processes with periodic intensity functions	2013-01-11	Paper
Saddlepoint approximations for some models of circular data	2012-10-19	Paper
The generalized von Mises distribution	2012-10-19	Paper
Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes	2011-12-18	Paper
A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes	2010-10-14	Paper
https://portal.mardi4nfdi.de/entity/Q3580418	2010-08-12	Paper
A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process	2010-06-21	Paper
Asymptotic approximations to the distribution of Kendall's sample τ	2009-10-27	Paper
Information theoretic results for circular distributions	2009-09-18	Paper
Erratum to: ``A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion	2009-04-15	Paper
A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion	2008-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q5308649	2007-09-28	Paper
A Bootstrap Test for Circular Data	2006-04-19	Paper
An Accurate Asymptotic Approximation for Experience Rated Premiums	2005-03-30	Paper
A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives	2002-09-05	Paper
High-order asymptotic expansions for robust tests	2002-09-04	Paper
A Conditional Saddlepoint Approximation for Testing Problems	2002-07-30	Paper
Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators	1998-10-14	Paper
Saddlepoint Approximations of Marginal Densities and Confidence Intervals in the Logistic Regression Measurement Error Model	1997-11-09	Paper
General Saddlepoint Approximations of Marginal Densities and Tail Probabilities	1997-04-27	Paper

Research outcomes over time

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