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"Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance." Quantitative Finance, 19(1), pp. 13–14
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Giovanni Puccetti
Giovanni Puccetti is Associate Professor at the University of Milano, Italy. His main interests cover Quantitative Risk Management with an emphasis on Risk Aggregation and Dependence Uncertainty. He coauthored several algorithms in Applied Probability, including the Rearrangement Algorithm. He is Editor-in-Chief of Dependence Modeling.