Publications
Financial Instruments for Mitigation of Flood Risks: The Case of Florence, (2019) Risk Analysis, Vol. 39(2), p. 462-472 (with Fabio Castelli and Marcello Galeotti)
A Shapley--Owen Index for Interaction Quantification, (2019) SIAM/ASA Journal on Uncertainty Quantification, Vol. 7(3), p. 1060–1075 (with Emanuele Borgonovo)
An evolutionary approach to fraud management, (2020) European Journal of Operational Research, Vol. 284(3), p. 1167-1177 (with Marcello Galeotti and Emanuele Vannucci)
Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis approaches, (2020) Insurance: Mathematics and Economics, Vol. 95(5), p. 48-58 (with Emanuele Borgonovo)
The Future of Sensitivity Analysis: An Essential Discipline for Systems Modeling and Policy Support, (2021) Environmental Modelling & Software, Vol. 137 (with Saman Razavi et al.)
Money, privacy, anonimity: What do experiments tell us?, (2021) Journal of Financial Stability, Vol. 56 (with Emanuele Borgonovo, Stefano Caselli, Alessandra Cillo, Donato Masciandaro)
On the comparison between Shapley values for variance and standard deviation games, (2021) Journal of Applied Probability, Vol. 58(3), p. 609-620 (with Marcello Galeotti)
Computing Shapley Effects for Sensitivity Analysis, (2021) SIAM/ASA Journal on Uncertainty Quantification, Vol. 9(4), p. 1411–1437 (with Elmar Plischke and Emanuele Borgonovo)
Interactions and Computer Experiments, (2022) Scandinavian Journal of Statistics, Vol . 49(3), p. 1274-1303 (with Emanuele Borgonovo and Elmar Plischke) (Top ten downloaded article)
Screening: from Tornado Diagrams to effective dimensions, (2023) European Journal of Operational Research, Vol. 304, p. 1200–1211, (with Emanuele Borgonovo)
Sensitivity analysis of pandemic models can support effective policy making, (2023) Journal of Computational and Graphical Statistics, Vol. 32(3), p. 767-768 (with Emanuele Borgonovo and Xuefei Lu)
A coevolution model of defensive medicine, litigation and medical malpractice insurance, (2023) Communications in Nonlinear Science and Numerical Simulation, Vol. 117 (with Angelo Antoci, Marcello Galeotti and Paolo Russu)
Tail variance allocation, Shapley value and the majorization problem, (2023) Journal of Applied Probability, p. 1-19 (with Marcello Galeotti)
Construction of rating systems using global sensitivity analysis: A numerical investigation, (2023) ASTIN Bulletin: The Journal of the IAA, p. 1-21 (with Arianna Vallarino and Amir Khorrami Chokami)
Why insurance regulators need to require sensitivity settings of internal models for their approval, (2024) Finance Research Letters, Vol. 60, p. 1-11 (with Emanuele Borgonovo and Gian Paolo Clemente)
An Exact Game-Theoretic Variable Importance Index for Generalized Additive Models, (2024) Journal of Computational and Graphical Statistics , p. 1-10 (with Amir Khorrami Chokami)