Gatto, Riccardo

Aguilar, Javier; Gatto, Riccardo (2024). Unified perspective on exponential tilt and bridge algorithms for rare trajectories of discrete Markov processes. Physical review. E - statistical, nonlinear, and soft matter physics, 109(3) American Physical Society 10.1103/PhysRevE.109.034113

Gatto, Riccardo (2024). Stationary jump processes for planar directions obtained by wrapping. Statistics & probability letters, 205 Elsevier 10.1016/j.spl.2023.109955

Salvador, Sara; Gatto, Riccardo (22 July 2021). Bayesian inference on the bimodality of the generalized von Mises distribution (Submitted)

Gatto, Riccardo (2021). Information theoretic results for stationary time series and the Gaussian-generalized von Mises time series (In Press) (arXiv). Cornell University

Gatto, Riccardo (2019). Saddlepoint approximation for data in simplices: a review with new applications. Stats, 2(1), pp. 121-147. MPDI 10.3390/stats2010010

Gatto, Riccardo (2018). The stability of the aggregate loss distribution. Risks, 6(3), p. 91. MDPI 10.3390/risks6030091

Gatto, Riccardo (2018). Saddlepoint approximation to the distribution of the total distance of the von Mises-Fisher continuous time random walk. Applied mathematics and computation, 324, pp. 285-294. Elsevier 10.1016/j.amc.2017.12.030

Gatto, Riccardo (28 July 2017). Some series expansions.

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

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

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

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

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

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 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

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

Baumgartner, Benjamin; Gatto, Riccardo (2010). A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process. ASTIN bulletin, 40(1), pp. 241-255. Leuven: Cambridge University Press 10.2143/AST.40.1.2049227

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 10.1007/s11009-008-9116-0

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

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 10.1007/s11222-008-9060-4

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

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

Gatto, Riccardo (2004). An Accurate Asymptotic Approximation for Experience Rated Premiums. ASTIN bulletin, 34(1), pp. 113-124. Cambridge University Press 10.1017/S051503610001391X

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