Luca Trapin

An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution

Marco Bee, julien Hambuckers, Luca Trapin, 2019 .

Cluster Analysis of Weighted Bipartite Networks: A New Copula-Based Approach

Alessandro Chessa, Massimo Riccaboni, Luca Trapin, 2014, PloS one.

Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach

Marco Bee, Luca Trapin, Flavio Santi, 2021, Comput. Stat..

Measuring the Propagation of Financial Distress with Granger-Causality Tail Risk Networks

Fabrizio Lillo, Luca Trapin, Fulvio Corsi, 2018, Journal of Financial Stability.