Items where Author is "Brignone, R."
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Article
Kyriakou, I. 
ORCID: 0000-0001-9592-596X, Brignone, R. & Fusai, G. ORCID: 0000-0001-9215-2586 (2024).
Unified moment-based modelling of integrated stochastic processes.
Operations Research, 72(4),
pp. 1630-1653.
doi: 10.1287/opre.2022.2422
Brignone, R., Kyriakou, I. ORCID: 0000-0001-9592-596X & Fusai, G. ORCID: 0000-0001-9215-2586 (2021).
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models.
Insurance: Mathematics and Economics, 96,
pp. 232-247.
doi: 10.1016/j.insmatheco.2020.12.002