Gatto, Riccardo

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2017

Gatto, Riccardo (2017). Large Deviations Approximations to Distributions of the Total Distance of Compound Random Walks with von Mises Directions. Methodology and Computing in Applied Probability, 19(3), pp. 843-864. Springer 10.1007/s11009-016-9523-6

Gatto, Riccardo (2017). Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises–Fisher random walks. Mathematical methods of statistics, 26(1), pp. 20-36. Allerton Press 10.3103/S1066530717010021

2016

Gatto, Riccardo; Baumgartner, Benjamin (2016). Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion. Methodology and Computing in Applied Probability, 18(1), pp. 217-235. Springer 10.1007/s11009-014-9412-9

2015

Gatto, Riccardo; Jammalamadaka, S. R. (2015). On two-sample tests for circular data based on spacing-frequencies. In: Dryden, Ian L.; Kent, John T. (eds.) Geometry Driven Statistics. Wiley series in probability and statistics (pp. 129-144). Chichester, West Sussex: Wiley

Gatto, Riccardo; Peeters, Chantal (2015). Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators. Journal of statistical computation and simulation, 85(4), pp. 641-659. Taylor & Francis 10.1080/00949655.2013.834058

Gatto, Riccardo (2015). A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes. Statistics & probability letters, 99, pp. 177-184. North-Holland 10.1016/j.spl.2015.01.019

Gatto, Riccardo (2015). Saddlepoint approximations. In: StatsRef: Statistics Reference Online (pp. 1-7). Wiley 10.1002/9781118445112.stat01796.pub2

Gatto, Riccardo (2015). Stochastic simulation of rare events. In: StatsRef: Statistics Reference Online (pp. 1-11). Wiley 10.1002/9781118445112.stat07823

Gatto, Riccardo; Jammalamadaka, S. Rao (2015). Directional statistics: introduction. In: StatsRef: Statistics Reference Online (pp. 1-8). Wiley 10.1002/9781118445112.stat00201.pub2

2014

Gatto, Riccardo; Baumgartner, Benjamin (2014). Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods. Methodology and Computing in Applied Probability, 16(3), pp. 561-582. Springer 10.1007/s11009-012-9316-5

Gatto, Riccardo (2014). Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes. Applied mathematics and computation, 243, pp. 91-104. Elsevier 10.1016/j.amc.2014.05.077

Gatto, Riccardo (2014). Stochastische Modelle der aktuariellen Risikotheorie. Eine mathematische Einführung [Textbook] . Springer-Lehrbuch Masterclass. Berlin: Springer Spektrum

2013

Gatto, Riccardo (2013). The von Mises-Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time. Statistics and Probability Letters, 83(7), pp. 1669-1676. Elsevier 10.1016/j.spl.2013.03.010

Pfyffer, Samuel; Gatto, Riccardo (2013). An efficient simulation algorithm for the generalized von Mises distribution of order two. Computational Statistics, 28(1), pp. 255-268. Springer-Verlag 10.1007/s00180-011-0297-6

2012

Gatto, Riccardo (2012). Saddlepoint approximations to distributions and measures of risk of aggregate losses. In: Simos, Theodore E.; Psihoyios, George; Tsitouras, CH.; Anastassi, Tacharias (eds.) NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2012: International Conference of Numerical Analysis and Applied Mathematics, 19-25 September 2012, Kos, Greece. AIP Conference Proceedings: Vol. 1479 (pp. 1973-1976). AIP Publishing 10.1063/1.4756573

Gatto, Riccardo (2012). Saddlepoint Approximations to Tail Probabilities and Quantiles of Inhomogeneous Discounted Compound Poisson Processes with Periodic Intensity Functions. Methodology and Computing in Applied Probability, 14(4), pp. 1053-1074. Heidelberg: Springer US; http://www.springer-ny.com 10.1007/s11009-011-9219-x

Gatto, Riccardo; Mosimann, Michael (2012). Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion. Mathematical and computer modelling, 55(3-4), pp. 1169-1185. Oxford: Pergamon 10.1016/j.mcm.2011.09.041

2011

Gatto, Riccardo (2011). Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes. Mathematical and computer modelling, 54(5-6), pp. 1523-1535. Oxford: Pergamon 10.1016/j.mcm.2011.04.024

2010

Gatto, Riccardo (2010). A Saddlepoint Approximation to the Distribution of Inhomogeneous Discounted Compound Poisson Processes. Methodology and Computing in Applied Probability, 12(3), pp. 533-551. Springer US; http://www.springer-ny.com 10.1007/s11009-008-9116-0

2009

Gatto, Riccardo (2009). Erratum to: A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion. Statistics & probability letters, 79(7), pp. 997-998. Amsterdam: North-Holland 10.1016/j.spl.2008.11.017

Gatto, Riccardo (2009). Information Theoretic Results for Circular Distriutions. Statistics, 43(4), pp. 409-421. Abingdon, UK: Taylor & Francis 10.1080/09603100802395947

Gatto, Riccardo (2009). Asymptotic approximations to the distribution of Kendall's sample τ. Journal of statistical computation and simulation, 79(5), pp. 671-679. Abingdon, UK: Taylor & Francis 10.1080/00949650701837177

2008

Gatto, Riccardo (2008). A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion. Statistics & probability letters, 78(13), pp. 1948-1954. Amsterdam: North-Holland 10.1016/j.spl.2008.01.072

Gatto, Riccardo (2008). Some computational aspects of the generalized von Mises distribution. Statistics and computing, 18(3), pp. 321-331. New York, N.Y.: Springer US; http://www.springer-ny.com 10.1007/s11222-008-9060-4

2007

Gatto, Riccardo; Jammalamadaka, Sreenivasa Rao (2007). The generalized von Mises distribution. Statistical methodology, 4(3), pp. 341-353. New York, N.Y.: Elsevier 10.1016/j.stamet.2006.11.003

2006

Gatto, Riccardo (2006). A bootstrap test for circular data. Communications in statistics - theory and methods, 35(2), pp. 281-291. New York, N.Y.: Marcel Dekker 10.1080/03610920500440057

Gatto, Riccardo; Jammalamadaka, S. Rao (2006). Small Sample Asymptotics for Higher-Order Spacings. In: Balakrishnan, N.; Castillo, Enrique; Sarabia, José María (eds.) Advances in Distribution Theory, Order Statistics, and Inference. Statistics for Industry and Technology: Vol. Part I (pp. 239-252). Basel: Birkhäuser 10.1007/0-8176-4487-3_15

2001

De Rossi, François-Xavier; Gatto, Riccardo (2001). High-order asymptotic expansions for robust tests. Biometrika, 88(4), pp. 1153-1168. Oxford University Press 10.1093/biomet/88.4.1153

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