Patrizia Semeraro

Available identifiers

zbMath Open semeraro.patriziaMaRDI QIDQ504489

List of research outcomes

Publication	Date of Publication	Type
Non-maturing deposits modelling in an Ornstein-Uhlenbeck framework	2024-07-30	Paper
High dimensional Bernoulli distributions: algebraic representation and applications	2024-01-16	Paper
Model risk in credit risk	2023-09-27	Paper
Exchangeable Bernoulli distributions: high dimensional simulation, estimation, and testing	2023-06-20	Paper
Multivariate tempered stable additive subordination for financial models	2022-09-23	Paper
A note on the multivariate generalized asymmetric Laplace motion	2022-05-18	Paper
Graphical models for complex networks: an application to Italian museums	2022-02-23	Paper
Computational and analytical bounds for multivariate Bernoulli distributions	2022-02-10	Paper
Dependence calibration and portfolio fit with factor-based subordinators	2021-07-16	Paper
Multivariate tempered stable additive subordination for financial models	2021-05-03	Paper
Exchangeable Bernoulli distributions: high dimensional simulation, estimate and testing	2021-01-19	Paper
On non-linear dependence of multivariate subordinated Lévy processes	2020-12-18	Paper
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS	2019-04-18	Paper
Representation of multivariate Bernoulli distributions with a given set of specified moments	2018-10-16	Paper
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS	2018-03-15	Paper
https://portal.mardi4nfdi.de/entity/Q4593693	2017-11-22	Paper
Characterization of multivariate Bernoulli distributions with given margins	2017-06-05	Paper
A note on marked point processes and multivariate subordination	2017-01-16	Paper
A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE	2010-08-11	Paper
Single and joint default in a structural model with purely discontinuous asset prices	2010-04-23	Paper
Multivariate time changes for Lévy asset models: characterization and calibration	2010-01-15	Paper
A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS	2008-08-26	Paper
Refinement Derivatives and Values of Games	2008-05-27	Paper
Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks	2007-05-29	Paper
On the preservation of the supermodular order under multivariate claim models	2006-09-28	Paper
A note on the portfolio selection problem	2006-09-12	Paper
Preservation of positive and negative orthant dependence concepts under mixtures and applications	2005-04-04	Paper
Ageing and stochastic comparisons for a covariate failure model	2002-11-28	Paper

Research outcomes over time

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