| Gini estimation under infinite variance A Fontanari, NN Taleb, P Cirillo | 35 | 2017 |
| From concentration profiles to concentration maps. New tools for the study of loss distributions A Fontanari, P Cirillo, CW Oosterlee Insurance: Mathematics and Economics 78, 13-29, 2018 | 15 | 2018 |
| Portfolio risk and the quantum majorization of correlation matrices A Fontanari, I Eliazar, P Cirillo, CW Oosterlee IMA Journal of Management Mathematics 32 (3), 257-282, 2021 | 5 | 2021 |
| Lorenz-generated bivariate Archimedean copulas A Fontanari, P Cirillo, CW Oosterlee Dependence Modeling 8 (1), 186-209, 2020 | 4 | 2020 |
| Dynamical fitness models: evidence of universality classes for preferential attachment graphs A Cipriani, A Fontanari Journal of Applied Probability 59 (3), 609-630, 2022 | 3 | 2022 |
| A note on the view of the Pickands dependence function as a Lorenz curve A Fontanari, P Cirillo Available at SSRN 3938769, 2019 | | 2019 |
| Lorenz-based quantitative risk management A Fontanari | | 2019 |
Cornelis W. OosterleeUtrecht University, Mathematical InstituteZweryfikowany adres z uu.nl
