Dean Fantazzini

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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!

PublicationDate of PublicationType
Random survival forests models for SME credit risk measurement
Methodology and Computing in Applied Probability
2014-08-15Paper
Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects
Computational Statistics and Data Analysis
2014-04-14Paper
The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study
Computational Statistics and Data Analysis
2010-03-30Paper
A new approach for firm value and default probability estimation beyond Merton models
Computational Economics
2008-06-11Paper


Research outcomes over time


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