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Marco Scarsini

Marco Scarsini
Ordinario

Note biografiche

Laurea in Discipline Economiche e Sociali, Università Bocconi, Milano.

Aree di ricerca: Applied probability, Game Theory, Mathematics of gamblings

Curriculum

Professore ordinario di statistica, LUISS Guido Carli.

In precedenza

Ricercatore di matematica generale, Università di Parma.

Professore associato di matematica generale, Università "La Sapienza" Roma.

Professore straordinario di matematica generale, Università D'Annunzio, Pescara.

Professore ordinario di probabilità, Università D'Annunzio, Pescara.

Professore ordinario di probabilità, Università di Torino.

Interessi di ricerca: probabilità applicata, teoria dei giochi.

Pubblicazioni

  • Crapis, Davide; Ifrach, Bar; Maglaras, Costis; Scarsini, Marco (9999). Monopoly Pricing in the Presence of Social Learning, in MANAGEMENT SCIENCE. Month 1, p. ---.
  • Colini-Baldeschi, Riccardo; Scarsini, Marco; Vaccari, Stefano (9999). Variance Allocation and Shapley Value, in METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. Month 1, p. ---.
  • Núñez, Matías; Scarsini, Marco (2017). Large Spatial Competition. In: Spatial Interaction Models, Month 1, p. 225-246. ISBN: 10.1007/978-3-319-52654-6_10.
  • Müller, Alfred; Scarsini, Marco; Tsetlin, Ilia; Winkler, Robert L. (2017). Between first and second-order stochastic dominance, in MANAGEMENT SCIENCE. p. 2933-2947.
  • Matías Núñez; Marco Scarsini (2016). Competing over a finite number of locations, in ECONOMIC THEORY BULLETIN. p. 125-136.
  • Conte, Anna; Scarsini, Marco; Sürücü, Oktay (2016). The impact of time limitation: Insights from a queueing experiment, in JUDGMENT AND DECISION MAKING. p. 260-274.
  • Colini-Baldeschi, Riccardo; Cominetti, Roberto; Scarsini, Marco (2016). On the Price of Anarchy of Highly Congested Nonatomic Network Games. In: Algorithmic Game Theory, p. 117-128. Berlin Heidelberg: Springer. ISBN: 10.1007/978-3-662-53354-3_10.
  • Ifrach, Bar; Maglaras, Costis; Scarsini, Marco (2014). Bayesian social learning with consumer reviews, in PERFORMANCE EVALUATION REVIEW. p. 28-28.
  • E. Lehrer; M. Scarsini (2013). On the core of dynamic cooperative games, in DYNAMIC GAMES AND APPLICATIONS. p. 359-373.
  • V. Capraro ; M. Scarsini (2013). Existence of equilibria in countable games: an algebraic approach, in GAMES AND ECONOMIC BEHAVIOR. p. 163-180.
  • Marco Scarsini (2012). Erich Lehmann’s Contributions to Orderings of Probability Distributions. In: Selected Works of E. L. Lehmann, Month 1, p. 739-743. New York: Springer. ISBN: 10.1007/978-1-4614-1412-4_58.
  • A. Mueller;M. Scarsini (2012). Fear of loss, inframodularity, and transfers, in JOURNAL OF ECONOMIC THEORY. p. 1490-1500.
  • M. Scarsini; T. Tomala (2012). Repeated congestion games with bounded rationality, in INTERNATIONAL JOURNAL OF GAME THEORY. p. 651-669.
  • Rinott Y.; Scarsini M.; Yu Y. (2012). A Colonel Blotto gladiator game, in MATHEMATICS OF OPERATIONS RESEARCH. p. 574-590.
  • L. Montrucchio; H. Norde; U. Ozen; M. Scarsini; M. Slikker; (2012). Cooperative newsvendor games: a review. In: Handbook of Newsvendor Problems: Models, Extensions and Applications, Month 1, p. 137-162. New York: Springer. ISBN: 10.1007/978-1-4614-3600-3_5.
  • L. Goldstein; Y. Rinott; M. Scarsini (2012). Stochastic comparisons of symmetric sampling designs, in METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. p. 407-420.
  • Goldstein, L; Rinott, Y; Scarsini, M. (2011). Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators, in BERNOULLI. p. 592-608.
  • PUCCETTI G; M. SCARSINI (2010). Multivariate comonotonicity, in JOURNAL OF MULTIVARIATE ANALYSIS. p. 291-304.
  • DI SERIO C.; RINOTT J.; SCARSINI M. (2009). Simpson's Paradox in Survival Models, in SCANDINAVIAN JOURNAL OF STATISTICS. p. 463-480.
  • ARLOTTO A; M. SCARSINI (2009). Hessian orders and multinormal distributions, in JOURNAL OF MULTIVARIATE ANALYSIS. p. 2324-2330.
  • RENAULT J; SCARLATTI S; M. SCARSINI (2008). Discounted and finitely repeated minority games with public signals, in MATHEMATICAL SOCIAL SCIENCES. p. 44-74.
  • RENAULT J; M. SCARSINI; TOMALA T (2008). Playing off-line games with bounded rationality, in MATHEMATICAL SOCIAL SCIENCES. p. 207-223.
  • DANA R-A.; M. SCARSINI (2007). Optimal risk sharing with background risk, in JOURNAL OF ECONOMIC THEORY. p. 152-176.
  • J. RENAULT; M. SCARSINI; T. TOMALA (2007). A Minority Game with Bounded Recall, in MATHEMATICS OF OPERATIONS RESEARCH. p. 873-889.
  • M. SCARSINI; L. MONTRUCCHIO (2007). Large newsvendor games, in GAMES AND ECONOMIC BEHAVIOR. p. 316-337.
  • COLANGELO A.; MUELLER A.; M. SCARSINI (2006). Positive dependence and weak convergence, in JOURNAL OF APPLIED PROBABILITY. p. 48-59.
  • COLANGELO A.; M. SCARSINI; SHAKED M. (2006). Some positive dependence stochastic orders, in JOURNAL OF MULTIVARIATE ANALYSIS. p. 46-78.
  • RINOTT J.; SCARSINI M. (2006). Total positivity order and the normal distribution, in JOURNAL OF MULTIVARIATE ANALYSIS. p. 1251-1261.
  • MUELLER A.; SCARSINI M. (2006). Stochastic order relations and lattices of probability measures, in SIAM JOURNAL ON OPTIMIZATION. p. 1024-1043.
  • COLANGELO A.; M. SCARSINI; SHAKED M. (2005). Some notions of multivariate positive dependence, in INSURANCE MATHEMATICS & ECONOMICS. p. 13-26.
  • MUELLER A; M. SCARSINI (2005). Archimedean copulae and positive dependence, in JOURNAL OF MULTIVARIATE ANALYSIS. p. 434-445.
  • MODICA S.; M. SCARSINI (2005). A note on downside risk aversion., in JOURNAL OF ECONOMIC THEORY. p. 267-271.
  • RENAULT J.; SCARLATTI S.; M. SCARSINI (2005). A folk theorem for minority games, in GAMES AND ECONOMIC BEHAVIOR. p. 208-230.
  • HU T.; MUELLER A.; M. SCARSINI (2004). Some counterexamples in positive dependence, in JOURNAL OF STATISTICAL PLANNING AND INFERENCE. p. 153-158.
  • DALL'AGLIO M.; SCARSINI M. (2003). Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex, in ADVANCES IN APPLIED PROBABILITY. p. 871-884.
  • MUELLER A.; M. SCARSINI (2003). Sensitivity analysis of a sequential decision problem with learning, in MATHEMATICAL METHODS OF OPERATIONS RESEARCH. p. 321-327.
  • FEINBERG YOSSI; M. SCARSINI (2003). Rate of arbitrage and reconciled beliefs, in ECONOMICS BULLETIN. p. 1-12.
  • BASSAN B.; GOSSNER O.; M. SCARSINI; ZAMIR S. (2003). Positive value of information in games, in INTERNATIONAL JOURNAL OF GAME THEORY. p. 17-31.
  • BASSAN BRUNO; M. SCARSINI; ZAMIR SHMUEL (2003). Some interactive decision problems emerging in statistical games. In: Foundations of Statistical Inference, Month 1, p. 59-68. BERLIN: Physica Verlag. ISBN: 9783790800470.
  • MUELLER; A.; M. SCARSINI; SHAKED M. (2002). The newsvendor game has a nonempty core, in GAMES AND ECONOMIC BEHAVIOR. p. 118-126.
  • MUELLER A; M. SCARSINI (2002). Even risk-averters may love risk, in THEORY AND DECISION. p. 81-99.
  • DENUIT M.; LEFEVRE C.; M. SCARSINI (2001). On s-convexity and risk aversion, in THEORY AND DECISION. p. 239-248.
  • DALL'AGLIO M.; SCARSINI M. (2001). When Lorenz met Lyapunov, in STATISTICS & PROBABILITY LETTERS. p. 101-105.
  • MÜLLER A.; M. SCARSINI (2001). Stochastic comparison of random vectors with a common copula, in MATHEMATICS OF OPERATIONS RESEARCH. p. 723-740.
  • B. Bassan;M. Scarsini;S. Zamir (2001). The role of information in the interaction of two statisticians: Some game theoretic considerations. In: Recent Developments on Operational Research, Month 1, p. 33-43. New Delhi: Narosa. ISBN: 9783790800470.
  • M. SCARSINI; SHAKED M. (2000). On the value of an item subject to general repair or maintenance, in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. p. 625-637.
  • MÜLLER A.; M. SCARSINI (2000). Some remarks on the supermodular order, in JOURNAL OF MULTIVARIATE ANALYSIS. p. 107-119.
  • RINOTT J.; SCARSINI M. (2000). On The Number of Pure Strategy Nash Equilibria in Random Games, in GAMES AND ECONOMIC BEHAVIOR. p. 274-293.
  • BASSAN B; CAPELLO D.; M. SCARSINI (2000). An improved version of a theorem concerning finite row-column exchangeable arrays, in COMMENTATIONES MATHEMATICAE UNIVERSITATIS CAROLINAE. p. 197-198.
  • M. SCARSINI; SPIZZICHINO F. (1999). Simpson-type paradoxes, dependence, and ageing, in JOURNAL OF APPLIED PROBABILITY. p. 119-131.
  • FINKELSHTAIN I.; KELLA O.; M. SCARSINI (1999). On risk aversion with two risks, in JOURNAL OF MATHEMATICAL ECONOMICS. p. 239-250.
  • LI H.; M. SCARSINI; SHAKED M. (1999). Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals, in JOURNAL OF MULTIVARIATE ANALYSIS. p. 54-77.
  • M. Scarsini;M. Shaked (1999). Distributions with known initial hazard rate functions, in JOURNAL OF STATISTICAL PLANNING AND INFERENCE. p. 39-55.
  • B. Bassan;M. Denuit;M. Scarsini (1999). Variability orders and mean differences, in STATISTICS & PROBABILITY LETTERS. p. 121-130.
  • H. Li;M. Scarsini;M. Shaked (1999). Linkages in distributions. In: Encyclopedia of Statistical Sciences. Update Vol. 3, Month 1, p. 415-417. New York: Wiley. ISBN: 9783790800470.
  • M. SCARSINI (1998). A strong paradox of multiple elections, in SOCIAL CHOICE AND WELFARE. p. 237-238.
  • M. SCARSINI (1998). Multivariate convex orderings, dependence, and stochastic equality, in JOURNAL OF APPLIED PROBABILITY. p. 93-103.
  • LETAC G.; M. SCARSINI (1998). Random nested tetrahedra, in ADVANCES IN APPLIED PROBABILITY. p. 619-627.
  • BASSAN B.; M. SCARSINI (1998). Sequential decisions with several agents, in ECONOMIC THEORY. p. 371-391.
  • B. Bassan;M. Scarsini (1998). Finite row-column exchangeable arrays, in COMMENTATIONES MATHEMATICAE UNIVERSITATIS CAROLINAE. p. 137-145.
  • M. Scarsini;M. Shaked (1997). Frechet classes and nonmonotone dependence. In: Distributions with Given Marginals and Moment Problems, Month 1, p. 59-71. Dordrecht: Kluwer Acad. Publ.. ISBN: 2-s2.0-0032381911.
  • M. Scarsini;M. Shaked (1996). Positive dependence orders: a survey. In: Athens Conference on Applied Probability and Time Series Analysis, Vol. I, p. 70-91. New York: Springer. ISBN: 2-s2.0-0032381911.
  • H. Li;M. Scarsini;M. Shaked (1996). Linkages: a tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals, in JOURNAL OF MULTIVARIATE ANALYSIS. p. 20-41.
  • B. Bassan;M. Brezzi;M. Scarsini (1996). Information in continuous time decision models with many agents, in PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES. p. 543-555.
  • B. Bassan;M. Scarsini (1996). The social value of withholding information, in RIVISTA INTERNAZIONALE DI SCIENZE ECONOMICHE E COMMERCIALI. p. 267-277.
  • H. Li;M. Scarsini;M. Shaked (1996). Bounds for the distribution of a multivariate sum. In: Distributions with Fixed Marginals and Related Topics, p. 198-212. Hayward, CA: Institute of Mathematical Statistics. ISBN: 2-s2.0-0032381911.
  • M. Scarsini (1996). Copulae of capacities on product spaces. In: Distributions with Fixed Marginals and Related Topics, p. 307-318. Hayward, CA: Institute of Mathematical Statistics. ISBN: 2-s2.0-0032381911.
  • BASSAN B.; M. SCARSINI (1995). On the value of information in multi-agent decision theory, in JOURNAL OF MATHEMATICAL ECONOMICS. p. 557-576.
  • B. Bassan;M. Scarsini (1995). Finite exchangeability and linear regression, in STATISTICS & PROBABILITY LETTERS. p. 105-110.
  • M. Scarsini (1994). Comparing risk and risk aversion. In: Stochastic Orders and their Applications, Month 1, p. 351-378. Boston, MA: Academic Press. ISBN: 2-s2.0-0032381911.
  • B. Bassan;M. Scarsini (1994). Positive dependence orderings and stopping times, in ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS. p. 333-342.
  • M. SCARSINI; VENETOULIAS A. (1993). Bivariate distributions with nonmonotone dependence structure, in JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION. p. 338-344.
  • B. Bassan; E. Cinlar;M. Scarsini (1993). Stochastic comparisons of Ito processes, in STOCHASTIC PROCESSES AND THEIR APPLICATIONS. p. 1-11.
  • M. Scarsini;L. Verdicchio (1993). On the extendibility of partially exchangeable random vectors, in STATISTICS & PROBABILITY LETTERS. p. 43-46.
  • K. Mosler;M. Scarsini (1993). Stochastic Orders and Applications: A Classified Bibliography. Berlin: Springer-Verlag. p. iv+379-. ISBN: 2-s2.0-21144469816.
  • P. Muliere;M. Scarsini (1993). Some aspects of change-point problems. In: Reliability and Decision Making, Month 1, p. 273-285. London: Chapman \& Hall. ISBN: 2-s2.0-21144469816.
  • M. Scarsini (1992). Dominance conditions in nonadditive expected utility theory, in JOURNAL OF MATHEMATICAL ECONOMICS. p. 173-184.
  • B. Bassan;M. Scarsini (1992). On the comparison of pure jump processes, in RAIRO RECHERCHE OPERATIONNELLE. p. 41-55.
  • G. L. O'Brien;M. Scarsini (1991). Multivariate stochastic dominance and moments, in MATHEMATICS OF OPERATIONS RESEARCH. p. 382-389.
  • B. Bassan;M. Scarsini (1991). Convex orderings for stochastic processes, in COMMENTATIONES MATHEMATICAE UNIVERSITATIS CAROLINAE. p. 115-118.
  • K. Mosler;M. Scarsini (1991). Stochastic Orders and Decision Under Risk. In: , p. xiv+392-. Hayward, CA: Institute of Mathematical Statistics. ISBN: 2-s2.0-21144469816.
  • K. Mosler;M. Scarsini (1991). Some theory of stochastic dominance. In: Stochastic Orders and Decision Under Risk, p. 261-284. Hayward, CA: Institute of Mathematical Statistics. ISBN: 2-s2.0-21144469816.
  • M. Scarsini (1990). An ordering of dependence. In: Topics in Statistical Dependence, p. 403-414. Hayward, CA: Institute of Mathematical Statistics. ISBN: 2-s2.0-21144469816.
  • M. Scarsini;M. Shaked (1990). Stochastic ordering for permutation symmetric distributions, in STATISTICS & PROBABILITY LETTERS. p. 217-222.
  • J. B. Kadane;I. Olkin;M. Scarsini (1990). Inequalities for predictive ratios and posterior variances in natural exponential families, in JOURNAL OF MULTIVARIATE ANALYSIS. p. 275-285.
  • M. Scarsini;M. Shaked (1990). Some conditions for stochastic equality, in NAVAL RESEARCH LOGISTICS. p. 617-625.
  • MULIERE P; M. SCARSINI (1989). A note on stochastic dominance and inequality measures, in JOURNAL OF ECONOMIC THEORY. p. 314-323.
  • M. Scarsini (1989). Copulae of probability measures on product spaces, in JOURNAL OF MULTIVARIATE ANALYSIS. p. 201-219.
  • P. Muliere;M. Scarsini (1989). Multivariate decisions with unknown price vector, in ECONOMICS LETTERS. p. 13-19.
  • M. Scarsini (1988). Dominance conditions for multivariate utility functions, in MANAGEMENT SCIENCE. p. 454-460.
  • M. Scarsini (1988). On a simple sequential decision problem, in STATISTICA NEERLANDICA. p. 29-35.
  • M. Scarsini (1988). Multivariate stochastic dominance with fixed dependence structure, in OPERATIONS RESEARCH LETTERS. p. 237-240.
  • M. Scarsini;M. Shaked (1987). Ordering distributions by scaled order statistics, in ZEITSCHRIFT FUER OPERATIONS RESEARCH. p. 1-13.
  • P. Muliere;M. Scarsini (1987). Characterization of a Marshall-Olkin type class of distributions, in ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS. p. 429-441.
  • M. Scarsini (1986). Comparison of random cash flows, in IMA JOURNAL OF MATHEMATICS IN MANAGEMENT. p. 25-32.
  • M. Scarsini (1985). Sull'accumulo di un capitale in condizioni di incertezza [On the accumulation of capital under conditions of uncertainty], in RIVISTA DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI. p. 153-163.
  • P. Muliere;M. Scarsini (1985). Change-point problems: a Bayesian nonparametric approach, in APLIKACE MATEMATIKY. p. 397-402.
  • M. Scarsini (1985). Stochastic dominance with pair-wise risk aversion, in JOURNAL OF MATHEMATICAL ECONOMICS. p. 187-201.
  • M. Scarsini (1985). Stochastic dominance and regret, in GIORNALE DEGLI ECONOMISTI E ANNALI DI ECONOMIA. p. 209-212.
  • M. Scarsini (1985). A note on Bernoulli's principle and probability dominance, in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS. p. 109-113.