Claudio Macci
Claudio Macci
Dipartimento di Matematica, Università di Roma Tor Vergata
Потвърден имейл адрес: mat.uniroma2.it - Начална страница
Flooding time in edge-markovian dynamic graphs
AEF Clementi, C Macci, A Monti, F Pasquale, R Silvestri
Proceedings of the twenty-seventh ACM symposium on Principles of distributed …, 2008
Flooding time of edge-markovian evolving graphs
AEF Clementi, C Macci, A Monti, F Pasquale, R Silvestri
SIAM journal on discrete mathematics 24 (4), 1694-1712, 2010
Fractional discrete processes: compound and mixed Poisson representations
L Beghin, C Macci
Journal of Applied Probability 51 (1), 19-36, 2014
Large deviations for fractional Poisson processes
L Beghin, C Macci
Statistics & Probability Letters 83 (4), 1193-1202, 2013
Alternative forms of compound fractional Poisson processes
L Beghin, C Macci
Abstract and Applied Analysis 2012 (1), 747503, 2012
Large deviations for empirical estimators of the stationary distribution of a semi-Markov process with finite state space
C Macci
Communications in Statistics—Theory and Methods 37 (19), 3077-3089, 2008
Lundberg parameters for non standard risk processes
C Macci, G Stabile, G Luca Torrisi
Scandinavian Actuarial Journal 2005 (6), 417-432, 2005
Sample path large deviations principles for Poisson shot noise processes and applications
A Ganesh, C Macci, G Torrisi
Asymptotic results for perturbed risk processes with delayed claims
C Macci, GL Torrisi
Insurance: Mathematics and Economics 34 (2), 307-320, 2004
Large deviation principles for sequences of maxima and minima
R Giuliano, C Macci
Communications in Statistics-Theory and Methods 43 (6), 1077-1098, 2014
Multivariate fractional Poisson processes and compound sums
L Beghin, C Macci
Advances in Applied Probability 48 (3), 691-711, 2016
Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
R Biard, S Loisel, C Macci, N Veraverbeke
Journal of mathematical analysis and applications 367 (2), 535-549, 2010
A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
A Ganesh, C Macci, GL Torrisi
Queueing Systems 55, 83-94, 2007
Risk processes with shot noise Cox claim number process and reserve dependent premium rate
C Macci, GL Torrisi
Insurance: Mathematics and Economics 48 (1), 134-145, 2011
On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments
C Macci
Statistics & probability letters 26 (2), 147-152, 1996
Large deviations for risk processes with reinsurance
C Macci, G Stabile
Journal of applied probability 43 (3), 713-728, 2006
Asymptotic results for random walks in continuous time with alternating rates
A Di Crescenzo, C Macci, B Martinucci
Journal of Statistical Physics 154, 1352-1364, 2014
Large deviations for risk models in which each main claim induces a delayed claim
C Macci
Stochastics: An International Journal of Probability and Stochastics …, 2006
Correlated fractional counting processes on a finite-time interval
L Beghin, R Garra, C Macci
Journal of Applied Probability 52 (4), 1045-1061, 2015
Analysis of random walks on a hexagonal lattice
A Di Crescenzo, C Macci, B Martinucci, S Spina
IMA Journal of Applied Mathematics 84 (6), 1061-1081, 2019
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