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Claudio Macci
Claudio Macci
Dipartimento di Matematica, Universitā di Roma Tor Vergata
Verified email at mat.uniroma2.it - Homepage
Title
Cited by
Cited by
Year
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
1412008
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
972010
Fractional discrete processes: compound and mixed Poisson representations
L Beghin, C Macci
Journal of Applied Probability 51 (1), 19-36, 2014
342014
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
272008
Large deviations for fractional Poisson processes
L Beghin, C Macci
Statistics & Probability Letters 83 (4), 1193-1202, 2013
252013
Alternative forms of compound fractional Poisson processes
L Beghin, C Macci
Abstract and Applied Analysis 2012, 2012
252012
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
242005
Lundberg parameters for non standard risk processes
C Macci, G Stabile, G Luca Torrisi
Scandinavian Actuarial Journal 2005 (6), 417-432, 2005
212005
Asymptotic results for perturbed risk processes with delayed claims
C Macci, GL Torrisi
Insurance: Mathematics and Economics 34 (2), 307-320, 2004
192004
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
172007
Large deviation principles for sequences of maxima and minima
R Giuliano, C Macci
Communications in Statistics-Theory and Methods 43 (6), 1077-1098, 2014
162014
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
152010
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
152010
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
141996
Large deviations for risk processes with reinsurance
C Macci, G Stabile
Journal of applied probability 43 (3), 713-728, 2006
132006
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
132006
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
122014
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
102011
Exponential tightness for Gaussian processes, with applications to some sequences of weighted means
C Macci, B Pacchiarotti
Stochastics 89 (2), 469-484, 2017
92017
Correlated fractional counting processes on a finite-time interval
L Beghin, R Garra, C Macci
Journal of Applied Probability 52 (4), 1045-1061, 2015
92015
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