Model uncertainty and VaR aggregation P Embrechts, G Puccetti, L Rüschendorf Journal of Banking & Finance 37 (8), 2750-5764, 2013 | 338 | 2013 |

An Academic Response to Basel 3.5 P Embrechts, G Puccetti, L Rüschendorf, R Wang, A Beleraj RISKS 2 (1), 25-48, 2014 | 247 | 2014 |

Bounds for functions of dependent risks P Embrechts, G Puccetti Finance and Stochastics 10 (3), 341-352, 2006 | 187 | 2006 |

Bounds for functions of multivariate risks P Embrechts, G Puccetti Journal of multivariate analysis 97 (2), 526-547, 2006 | 155 | 2006 |

Computation of sharp bounds on the distribution of a function of dependent risks G Puccetti, L Rüschendorf Journal of Computational and Applied Mathematics 236 (7), 1833-1840, 2011 | 149 | 2011 |

Extremal Dependence Concepts G Puccetti, R Wang Statistical Science 30 (4), 485-517, 2015 | 118 | 2015 |

Aggregating risk capital, with an application to operational risk P Embrechts, G Puccetti The Geneva Risk and Insurance Review 31 (2), 71-90, 2006 | 109 | 2006 |

Sharp bounds for sums of dependent risks G Puccetti, L Rüschendorf Journal of Applied Probability 50 (1), 42-53, 2012 | 103 | 2012 |

Worst VaR scenarios P Embrechts, A Höing, G Puccetti Insurance: Mathematics and Economics 37 (1), 115-134, 2005 | 86 | 2005 |

Multivariate comonotonicity G Puccetti, M Scarsini Journal of Multivariate Analysis 101 (1), 291-304, 2010 | 76 | 2010 |

Bounds for joint portfolios of dependent risks G Puccetti, L Rüschendorf Statistics & Risk Modeling 29 (2), 107-132, 2011 | 66 | 2011 |

Risk aggregation P Embrechts, G Puccetti Copula Theory and Its Applications, 111-126, 2010 | 54 | 2010 |

The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables P Arbenz, P Embrechts, G Puccetti Bernoulli 17 (2), 562-591, 2011 | 52 | 2011 |

Bounds for the sum of dependent risks having overlapping marginals P Embrechts, G Puccetti Journal of Multivariate Analysis 101 (1), 177-190, 2010 | 47 | 2010 |

Sharp bounds on the expected shortfall for a sum of dependent random variables G Puccetti Statistics & Probability Letters 83 (4), 1227-1232, 2013 | 46 | 2013 |

Advances in complete mixability G Puccetti, B Wang, R Wang Journal of Applied Probability 49 (2), 430-440, 2012 | 46 | 2012 |

Reducing Model Risk via Positive and Negative Dependence Assumptions V Bignozzi, G Puccetti, L Rüschendorf Insurance: Mathematics & Economics, to appear, 2014 | 45 | 2014 |

Asymptotic equivalence of conservative VaR-and ES-based capital charges G Puccetti, L Rüschendorf Journal of Risk 16 (3), 3--22, 2014 | 45 | 2014 |

VaR bounds for joint portfolios with dependence constraints G Puccetti, L Rüschendorf, D Manko Dependence Modeling 4, 368-381, 2016 | 42 | 2016 |

Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates. G Puccetti, B Wang, R Wang Insurance: Mathematics & Economics 53 (3), 821-828, 2013 | 42 | 2013 |