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International Journal of Computer Mathematics Volume 88, 2011 - Issue 12
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Section B

Computing the volume of a high-dimensional semi-unsupervised hierarchical copula

Enrico Bernardi Department of Mathematical Economics, University of Bologna, Viale Filopanti 5, 40126, Bologna, ItalyCorrespondence[email protected]
&
Silvia Romagnoli Department of Mathematical Economics, University of Bologna, Viale Filopanti 5, 40126, Bologna, Italy
Pages 2591-2607 | Received 18 May 2010, Accepted 14 Dec 2010, Published online: 03 Jun 2011

Citations (10)

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Enrico Bernardi, Silvia Romagnoli & Matteo Doti. (2019) The impact of the dependence structure in risk management: a focus on credit-risk. International Journal of General Systems 48:4, pages 335-361.
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Articles from other publishers (9)

Enrico Bernardi & Silvia Romagnoli. (2021) A distorted copula-based evolution model: risks’ aggregation in a Bonus–Malus migration system. Soft Computing 25:17, pages 11845-11863.
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Enrico Bernardi & Silvia RomagnoliEnrico Bernardi & Silvia Romagnoli. 2021. Counting Statistics for Dependent Random Events. Counting Statistics for Dependent Random Events 165 193 .
Enrico Bernardi & Silvia RomagnoliEnrico Bernardi & Silvia Romagnoli. 2021. Counting Statistics for Dependent Random Events. Counting Statistics for Dependent Random Events 107 164 .
Enrico Bernardi & Silvia RomagnoliEnrico Bernardi & Silvia Romagnoli. 2021. Counting Statistics for Dependent Random Events. Counting Statistics for Dependent Random Events 77 105 .
Enrico Bernardi & Silvia RomagnoliEnrico Bernardi & Silvia Romagnoli. 2021. Counting Statistics for Dependent Random Events. Counting Statistics for Dependent Random Events 29 61 .
Enrico Bernardi & Silvia RomagnoliEnrico Bernardi & Silvia Romagnoli. 2021. Counting Statistics for Dependent Random Events. Counting Statistics for Dependent Random Events 3 28 .
Enrico Bernardi & Silvia Romagnoli. (2016) Distorted Copula-Based Probability Distribution of a Counting Hierarchical Variable: A Credit Risk Application. International Journal of Information Technology & Decision Making 15:02, pages 285-310.
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Enrico Bernardi, Federico Falangi & Silvia Romagnoli. (2015) A hierarchical copula-based world-wide valuation of sovereign risk. Insurance: Mathematics and Economics 61, pages 155-169.
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Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci & Silvia Romagnoli. 2011. Dynamic Copula Methods in Finance. Dynamic Copula Methods in Finance 251 257 .

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