Identification of Major Glucan-Associated Cell Wall Proteins of Candida albicans and Their Role in Fluconazole Resistance L Angiolella, MM Micocci, S D'Alessio, A Girolamo, B Maras, A Cassone Antimicrobial agents and chemotherapy 46 (6), 1688-1694, 2002 | 48 | 2002 |
Quantifying reputational effects for publicly traded financial institutions G Cannas, G Masala, M Micocci Journal of Financial Transformation 27, 76-81, 2009 | 30 | 2009 |
Advanced operational risk modelling in banks and insurance companies C Angela, R Bisignani, G Masala, M Micocci Investment Management and Financial Innovations, 73-83, 2009 | 26 | 2009 |
Reputational effects of operational risk events for financial institutions M Micocci, G Masala, G Cannas, G Flore Cagliari, Italy: University of Cagliari, 2009 | 23 | 2009 |
Analytical and semipreparative enantiomeric separation of azole antifungal agents by high-performance liquid chromatography on polysaccharide-based chiral stationary phases … R Cirilli, R Costi, R Di Santo, R Ferretti, F La Torre, L Angiolella, M Micocci Journal of Chromatography A 942 (1-2), 107-114, 2002 | 23 | 2002 |
Pension fund risk management: Financial and actuarial modeling M Micocci, GN Gregoriou, GB Masala CRC press, 2010 | 16 | 2010 |
Backtesting value at risk estimation with non gaussian marginals M Micocci, GB Masala Proceedings of the IME 2004 International Congress, 2004 | 11 | 2004 |
Survival probabilities for HIV infected patients through semi-Markov processes G Masala, G Cannas, M Micocci Biometrical Letters 51 (1), 13-36, 2014 | 10 | 2014 |
Manuale di Matematica Finanziaria. Modelli Quantitativi per il Risk Management M Micocci, MG Batista Carocci, 2012 | 9 | 2012 |
MARC An actuarial model for credit risk M Micocci Proceedings of 31, 2000 | 9 | 2000 |
Tecnica delle assicurazioni sociali: aspetti attuariali ed economico-finanziari MA Coppini, M Micocci CISU, 2002 | 8 | 2002 |
Hedging wind power risk exposure through weather derivatives G Masala, M Micocci, A Rizk Energies 15 (4), 1343, 2022 | 6 | 2022 |
Using phase type distributions for modelling HIV disease progression L Garg, G Masala, SI McClean, M Micocci, G Cannas 2012 25th IEEE International Symposium on Computer-Based Medical Systems …, 2012 | 6 | 2012 |
Advanced models for the quantification of operational risk in financial institutions under the loss distribution approach C Angela, GB Masala, M Micocci Journal of Financial Transformation 22, 100-105, 2008 | 6 | 2008 |
Loss-ALAE modeling through a copula dependence structure GB Masala, M Micocci INVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS 6 (4), 67-80, 2009 | 5 | 2009 |
La gestione finanziaria dei fondi pensione F Gismondi, M Micocci Il Sole 24, 2004 | 5 | 2004 |
Pricing pension funds guarantees using a copula approach M Micocci, G Masala AFIR Colloquium, International Actuarial Association, Maastricht, Netherlands, 2003 | 4 | 2003 |
Pension Funds under Investments Constraints: An Assessment of the Opportunity Cost to the Greek Social Security System N Milonas, G Papachristou, T Roupas | 3 | 2010 |
Optimisation of conditional-VaR in an actuarial model for credit risk assuming a student copula dependence structure G Masala, M Menzietti, M Micocci Investment management and financial innovations, 39-56, 2007 | 3 | 2007 |
Pricing credit derivatives with a copula-based actuarial model for credit risk G Masala, M Menzietti, M Micocci Economia. Societa ed istituzioni, 79-102, 2005 | 3 | 2005 |