Mariacristina Uberti

MaRDI QIDQ301219zbMATH OpenORCIDWikidataFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Credit risk measures and the estimation error in the ASRF model under the Basel II IRB approach Communications in Nonlinear Science and Numerical Simulation	2023-02-16	Paper
Financial fragility and credit risk: a simulation model Communications in Nonlinear Science and Numerical Simulation	2022-10-28	Paper
Italian mortgage markets and their dynamics Mathematics and Computers in Simulation	2021-02-19	Paper
Credit risk migration rates modeling as open systems: a micro-simulation approach Communications in Nonlinear Science and Numerical Simulation	2020-10-21	Paper
Adjustable and fixed interest rates mortgage markets modelling CEJOR. Central European Journal of Operations Research	2016-06-30	Paper
Credit market dynamics: a cobweb model Computational Economics	2011-12-13	Paper
Optimal Monetary Policy for Commercial Banks Involving Lending Rate Settings and Default Rates Nonlinear Dynamics in Economics, Finance and Social Sciences	2010-06-21	Paper
A statistical mechanic view of macro-dynamics in economics Computational Economics	2008-09-12	Paper
Optimal monetary policy and long-term interest rate dynamics: Taylor rule extensions Computational Economics	2008-09-12	Paper
Approaches to forecasting volatility: Models and their performances for emerging equity markets Chaos, Solitons and Fractals	2008-09-09	Paper
A note on Shiu's immunization results Insurance Mathematics & Economics	1998-03-17	Paper
scientific article; zbMATH DE number 4164560 (Why is no real title available?)	1990-01-01	Paper
Some results on relative stability of discrete dynamical systems Rivista di Matematica per le Scienze Economiche e Sociali	1986-01-01	Paper

Research outcomes over time

This page was built for person: Mariacristina Uberti