The following pages link to Pasquale Cirillo (Q355981):
Displaying 20 items.
- Macroeconomics from the bottom-up (Q355983) (← links)
- Extreme shock models: an alternative perspective (Q617999) (← links)
- Lorenz-generated bivariate Archimedean copulas (Q828045) (← links)
- An urn approach to generalized extreme shock models (Q1012230) (← links)
- On the statistical properties and tail risk of violent conflicts (Q1619440) (← links)
- Are your data really Pareto distributed? (Q1673333) (← links)
- From concentration profiles to concentration maps. New tools for the study of loss distributions (Q1697209) (← links)
- An urn-based Bayesian block bootstrap (Q1938878) (← links)
- Joint and survivor annuity valuation with a bivariate reinforced urn process (Q2038234) (← links)
- Gini estimation under infinite variance (Q2149129) (← links)
- Validating and calibrating agent-based models: a case study (Q2461667) (← links)
- Alarm systems and catastrophes from a diverse point of view (Q2513642) (← links)
- A NONPARAMETRIC URN-BASED APPROACH TO INTERACTING FAILING SYSTEMS WITH AN APPLICATION TO CREDIT RISK MODELING (Q3067161) (← links)
- GENERALIZED EXTREME SHOCK MODELS WITH A POSSIBLY INCREASING THRESHOLD (Q3100887) (← links)
- Expected shortfall estimation for apparently infinite-mean models of operational risk (Q4554222) (← links)
- AN URN MODEL FOR CASCADING FAILURES ON A LATTICE (Q4902487) (← links)
- Shock Models for Defaults: Parametric and Nonparametric Approaches (Q5378902) (← links)
- Duality and stationary distributions of wealth distribution models (Q5408506) (← links)
- Portfolio risk and the quantum majorization of correlation matrices (Q5870336) (← links)
- The Heston-Queue-Hawkes process: a new self-exciting jump-diffusion model for options pricing, and an extension of the COS method for discrete distributions (Q6593327) (← links)
