Follow
Gabriele Visentin
Gabriele Visentin
Verified email at math.ethz.ch - Homepage
Title
Cited by
Cited by
Year
A climate stress-test of the financial system
S Battiston, A Mandel, I Monasterolo, F Schütze, G Visentin
Nature Climate Change 7 (4), 283-288, 2017
9442017
Network valuation in financial systems
P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ...
Mathematical Finance 30 (4), 1181-1204, 2020
1422020
Rethinking financial contagion
G Visentin, S Battiston, M D'Errico
arXiv preprint arXiv:1608.07831, 2016
322016
A default system with overspilling contagion
D Coculescu, G Visentin
Frontiers of Mathematical Finance 3 (1), 127-162, 2024
3*2024
Mod-Poisson approximation schemes: Applications to credit risk
PL Méliot, A Nikeghbali, G Visentin
arXiv preprint arXiv:2211.04436, 2022
12022
Mod-Poisson approximation schemes and higher-order Chen-Stein inequalities
PL Méliot, A Nikeghbali, G Visentin
arXiv preprint arXiv:2210.13818, 2022
12022
Universal approximation of credit portfolio losses using Restricted Boltzmann Machines
G Genovese, A Nikeghbali, N Serra, G Visentin
arXiv preprint arXiv:2202.11060, 2022
2022
Emergence and Evolution of Cooperation for Survival: A Continuous Time Model
D Coculescu, O Lupascu Stamate, G Visentin
SSRN, 2021
2021
On the fragility of mutual insurance arrangements
D Coculescu, O Lupascu-Stamate, G Visentin
Available at SSRN 1189182, 2021
2021
The system can't perform the operation now. Try again later.
Articles 1–9