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Author

Jacopo Giacomelli

Observed names: GIACOMELLI, JACOPO, J. Giacomelli
Observed institutions: SACE, Sapienza University of Rome
ORCID: 0000-0001-5203-020X
Observed ORCID: 0000-0001-5203-020X
OpenAlex ID: A5087742413
Density of states in an optical speckle potential
2010 · G. M. Falco, A. A. Fedorenko, et al. · Physical Review A · 26
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Unsustainability Risk of Bid Bonds in Public Tenders
2021 · Jacopo Giacomelli, Luca Passalacqua · Mathematics · 11
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Calibrating the CreditRisk+ Model at Different Time Scales and in Presence of Temporal Autocorrelation †
2021 · Jacopo Giacomelli, Luca Passalacqua · Mathematics · 9
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Parametric estimation of latent default frequency in credit insurance
2022 · Jacopo Giacomelli · Journal of the Operational Research Society · 6
Improved Precision in Calibrating CreditRisk$${^+}$$ Model for Credit Insurance Applications
2021 · J. Giacomelli, L. Passalacqua · Springer eBooks · 4
Localization properties of one-dimensional speckle potentials in a box
2014 · J. Giacomelli · Physica A Statistical Mechanics and its Applications · 3
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RecessionRisk+: A Novel Recession Risk Model with Applications to the Solvency II Framework and Recession Crises Forecasting
2024 · Jacopo Giacomelli, Luca Passalacqua · Mathematics · 2
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The Rating Scale Paradox: An Application to the Solvency 2 Framework
2023 · Jacopo Giacomelli · Standards · 2
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The Rating Scale Paradox: Semantics Instability versus Information Loss
2022 · Jacopo Giacomelli · Standards · 1
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Does Nonlinearity Pay off? An Out-of-Sample Validation of the Flat Maximum Eect in Credit Scoring
2026 · Jacopo Giacomelli · SSRN Electronic Journal
Mixed ABMs for NDC Pension Schemes in the Presence of Demographic and Economic Uncertainty
2025 · Jacopo Giacomelli, Massimiliano Menzietti · Mathematics
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One-Dimensional Matter Waves as a Multi-State Bit
2022 · Jacopo Giacomelli · AppliedMath
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Works count: 15
Citation count: 64
H-index: 4
I10-index: 2
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