Research
Submitted
Submitted
Carallo, G., Casarin, R., & Robert, C. P. (2023). Generalized Poisson difference autoregressive processes. International Journal of Forecasting
Carallo, G., Casarin, R., Robert, C. P., (2020), “A Bayesian generalized Poisson model for cyber risk analysis”, In Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 20xx. Eds. Corazza, M., Pizzi, C. Forthcoming.
Working papers
Working papers
Carallo, G., Casarin, R., Robert, C. P., (2020), “Forecasting cyber threats with GPD-INGARCH process”.
Work in progress
Work in progress
Carallo, G., Casarin, R., Palumbo, D., (2020), "Dynamic Generalized Poisson INGARCH process”.