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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

  • Colini-Baldeschi, Riccardo; Scarsini, Marco; Vaccari, Stefano (9999). Variance Allocation and Shapley Value, in METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. Month 1, p. ---.
  • Müller, Alfred; Scarsini, Marco; Tsetlin, Ilia; Winkler, Robert L. (2017). Between first and second-order stochastic dominance, in MANAGEMENT SCIENCE. p. 2933-2947.
  • Crapis, Davide; Ifrach, Bar; Maglaras, Costis; Scarsini, Marco (2017). Monopoly Pricing in the Presence of Social Learning, in MANAGEMENT SCIENCE. p. 3586-3608.
  • 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.
  • 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.
  • Matías Núñez; Marco Scarsini (2016). Competing over a finite number of locations, in ECONOMIC THEORY BULLETIN. p. 125-136.
  • 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.
  • A. Mueller;M. Scarsini (2012). Fear of loss, inframodularity, and transfers, in JOURNAL OF ECONOMIC THEORY. p. 1490-1500.
  • L. Goldstein; Y. Rinott; M. Scarsini (2012). Stochastic comparisons of symmetric sampling designs, in METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. p. 407-420.
  • 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.
  • 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.
  • 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.
  • 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.
  • ARLOTTO A; M. SCARSINI (2009). Hessian orders and multinormal distributions, in JOURNAL OF MULTIVARIATE ANALYSIS. p. 2324-2330.
  • DI SERIO C.; RINOTT J.; SCARSINI M. (2009). Simpson's Paradox in Survival Models, in SCANDINAVIAN JOURNAL OF STATISTICS. p. 463-480.
  • 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.
  • J. RENAULT; M. SCARSINI; T. TOMALA (2007). A Minority Game with Bounded Recall, in MATHEMATICS OF OPERATIONS RESEARCH. p. 873-889.
  • DANA R-A.; M. SCARSINI (2007). Optimal risk sharing with background risk, in JOURNAL OF ECONOMIC THEORY. p. 152-176.
  • 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.
  • 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. (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.
  • MODICA S.; M. SCARSINI (2005). A note on downside risk aversion., in JOURNAL OF ECONOMIC THEORY. p. 267-271.
  • MUELLER A; M. SCARSINI (2005). Archimedean copulae and positive dependence, in JOURNAL OF MULTIVARIATE ANALYSIS. p. 434-445.
  • RENAULT J.; SCARLATTI S.; M. SCARSINI (2005). A folk theorem for minority games, in GAMES AND ECONOMIC BEHAVIOR. p. 208-230.
  • COLANGELO A.; M. SCARSINI; SHAKED M. (2005). Some notions of multivariate positive dependence, in INSURANCE MATHEMATICS & ECONOMICS. p. 13-26.
  • HU T.; MUELLER A.; M. SCARSINI (2004). Some counterexamples in positive dependence, in JOURNAL OF STATISTICAL PLANNING AND INFERENCE. p. 153-158.
  • FEINBERG YOSSI; M. SCARSINI (2003). Rate of arbitrage and reconciled beliefs, in ECONOMICS BULLETIN. p. 1-12.
  • 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.
  • 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.
  • BASSAN B.; GOSSNER O.; M. SCARSINI; ZAMIR S. (2003). Positive value of information in games, in INTERNATIONAL JOURNAL OF GAME THEORY. p. 17-31.
  • MUELLER A; M. SCARSINI (2002). Even risk-averters may love risk, in THEORY AND DECISION. p. 81-99.
  • MUELLER; A.; M. SCARSINI; SHAKED M. (2002). The newsvendor game has a nonempty core, in GAMES AND ECONOMIC BEHAVIOR. p. 118-126.
  • 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: 2-s2.0-0035518657.
  • DALL'AGLIO M.; SCARSINI M. (2001). When Lorenz met Lyapunov, in STATISTICS & PROBABILITY LETTERS. p. 101-105.
  • DENUIT M.; LEFEVRE C.; M. SCARSINI (2001). On s-convexity and risk aversion, in THEORY AND DECISION. p. 239-248.
  • 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.
  • RINOTT J.; SCARSINI M. (2000). On The Number of Pure Strategy Nash Equilibria in Random Games, in GAMES AND ECONOMIC BEHAVIOR. p. 274-293.
  • 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.
  • 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: 2-s2.0-0001312122.
  • 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.
  • B. Bassan;M. Denuit;M. Scarsini (1999). Variability orders and mean differences, in STATISTICS & PROBABILITY LETTERS. p. 121-130.
  • M. Scarsini;M. Shaked (1999). Distributions with known initial hazard rate functions, in JOURNAL OF STATISTICAL PLANNING AND INFERENCE. p. 39-55.
  • FINKELSHTAIN I.; KELLA O.; M. SCARSINI (1999). On risk aversion with two risks, in JOURNAL OF MATHEMATICAL ECONOMICS. p. 239-250.
  • M. SCARSINI; SPIZZICHINO F. (1999). Simpson-type paradoxes, dependence, and ageing, in JOURNAL OF APPLIED PROBABILITY. p. 119-131.
  • 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 (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.
  • 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-s2.0-0001381601.
  • 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-s2.0-0001381601.
  • 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-s2.0-0001381601.
  • 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-s2.0-0001381601.
  • 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.
  • 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-s2.0-58149210255.
  • B. Bassan;M. Scarsini (1994). Positive dependence orderings and stopping times, in ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS. p. 333-342.
  • K. Mosler;M. Scarsini (1993). Stochastic Orders and Applications: A Classified Bibliography. Berlin: Springer-Verlag. p. iv+379-. ISBN: 2-s2.0-34249766203.
  • 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-s2.0-34249766203.
  • 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.
  • M. SCARSINI; VENETOULIAS A. (1993). Bivariate distributions with nonmonotone dependence structure, in JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION. p. 338-344.
  • 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.
  • 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-s2.0-44049121518.
  • K. Mosler;M. Scarsini (1991). Stochastic Orders and Decision Under Risk. In: , p. xiv+392-. Hayward, CA: Institute of Mathematical Statistics. ISBN: 2-s2.0-44049121518.
  • 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.
  • M. Scarsini (1990). An ordering of dependence. In: Topics in Statistical Dependence, p. 403-414. Hayward, CA: Institute of Mathematical Statistics. ISBN: 2-s2.0-44049121518.
  • M. Scarsini;M. Shaked (1990). Stochastic ordering for permutation symmetric distributions, in STATISTICS & PROBABILITY LETTERS. p. 217-222.
  • M. Scarsini;M. Shaked (1990). Some conditions for stochastic equality, in NAVAL RESEARCH LOGISTICS. p. 617-625.
  • 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 (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.
  • MULIERE P; M. SCARSINI (1989). A note on stochastic dominance and inequality measures, in JOURNAL OF ECONOMIC THEORY. p. 314-323.
  • 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 (1988). Dominance conditions for multivariate utility functions, in MANAGEMENT SCIENCE. p. 454-460.
  • 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). Lower bounds for the distribution function of a k-dimensional n-extendible exchangeable process, in STATISTICS & PROBABILITY LETTERS. p. 57-62.
  • 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.
  • 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.