Pubblicazioni

Calibrating and Simulating Copula Functions in Financial Applications

2021 - FRONTIERS IN APPLIED MATHEMATICS AND STATISTICS
Di Clemente, Annalisa

Calibrating the CreditRisk+ Model at Different Time Scales and in Presence of Temporal Autocorrelation

2021 - MATHEMATICS
Giacomelli, Jacopo; Passalacqua, Luca

Improved Precision in Calibrating CreditRisk+ Model for Credit Insurance Applications

2021 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Giacomelli, J.; Passalacqua, L.

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