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 | 141 | 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 | 97 | 2010 |

Fractional discrete processes: compound and mixed Poisson representations L Beghin, C Macci Journal of Applied Probability 51 (1), 19-36, 2014 | 34 | 2014 |

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 | 27 | 2008 |

Large deviations for fractional Poisson processes L Beghin, C Macci Statistics & Probability Letters 83 (4), 1193-1202, 2013 | 25 | 2013 |

Alternative forms of compound fractional Poisson processes L Beghin, C Macci Abstract and Applied Analysis 2012, 2012 | 25 | 2012 |

Sample path large deviations principles for Poisson shot noise processes and applications A Ganesh, C Macci, G Torrisi Electronic Journal of Probability 10, 1026-1043, 2005 | 24 | 2005 |

Lundberg parameters for non standard risk processes C Macci, G Stabile, G Luca Torrisi Scandinavian Actuarial Journal 2005 (6), 417-432, 2005 | 21 | 2005 |

Asymptotic results for perturbed risk processes with delayed claims C Macci, GL Torrisi Insurance: Mathematics and Economics 34 (2), 307-320, 2004 | 19 | 2004 |

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 (2), 83-94, 2007 | 17 | 2007 |

Large deviation principles for sequences of maxima and minima R Giuliano, C Macci Communications in Statistics-Theory and Methods 43 (6), 1077-1098, 2014 | 16 | 2014 |

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 | 15 | 2010 |

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 | 15 | 2010 |

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 | 14 | 1996 |

Large deviations for risk processes with reinsurance C Macci, G Stabile Journal of applied probability 43 (3), 713-728, 2006 | 13 | 2006 |

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 | 13 | 2006 |

Asymptotic results for random walks in continuous time with alternating rates A Di Crescenzo, C Macci, B Martinucci Journal of Statistical Physics 154 (5), 1352-1364, 2014 | 12 | 2014 |

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 | 10 | 2011 |

Exponential tightness for Gaussian processes, with applications to some sequences of weighted means C Macci, B Pacchiarotti Stochastics 89 (2), 469-484, 2017 | 9 | 2017 |

Correlated fractional counting processes on a finite-time interval L Beghin, R Garra, C Macci Journal of Applied Probability 52 (4), 1045-1061, 2015 | 9 | 2015 |