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Marco Micocci
Marco Micocci
Full Professor of Financial Mathematics and Actuarial Science
Verified email at unica.it - Homepage
Title
Cited by
Cited by
Year
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
482002
Quantifying reputational effects for publicly traded financial institutions
G Cannas, G Masala, M Micocci
Journal of Financial Transformation 27, 76-81, 2009
302009
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
262009
Reputational effects of operational risk events for financial institutions
M Micocci, G Masala, G Cannas, G Flore
Cagliari, Italy: University of Cagliari, 2009
232009
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
232002
Pension fund risk management: Financial and actuarial modeling
M Micocci, GN Gregoriou, GB Masala
CRC press, 2010
162010
Backtesting value at risk estimation with non gaussian marginals
M Micocci, GB Masala
Proceedings of the IME 2004 International Congress, 2004
112004
Survival probabilities for HIV infected patients through semi-Markov processes
G Masala, G Cannas, M Micocci
Biometrical Letters 51 (1), 13-36, 2014
102014
Manuale di Matematica Finanziaria. Modelli Quantitativi per il Risk Management
M Micocci, MG Batista
Carocci, 2012
92012
MARC An actuarial model for credit risk
M Micocci
Proceedings of 31, 2000
92000
Tecnica delle assicurazioni sociali: aspetti attuariali ed economico-finanziari
MA Coppini, M Micocci
CISU, 2002
82002
Hedging wind power risk exposure through weather derivatives
G Masala, M Micocci, A Rizk
Energies 15 (4), 1343, 2022
62022
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
62012
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
62008
Loss-ALAE modeling through a copula dependence structure
GB Masala, M Micocci
INVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS 6 (4), 67-80, 2009
52009
La gestione finanziaria dei fondi pensione
F Gismondi, M Micocci
Il Sole 24, 2004
52004
Pricing pension funds guarantees using a copula approach
M Micocci, G Masala
AFIR Colloquium, International Actuarial Association, Maastricht, Netherlands, 2003
42003
Pension Funds under Investments Constraints: An Assessment of the Opportunity Cost to the Greek Social Security System
N Milonas, G Papachristou, T Roupas
32010
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
32007
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
32005
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