Follow
Andrea Fontanari
Title
Cited by
Cited by
Year
Gini estimation under infinite variance
A Fontanari, NN Taleb, P Cirillo
352017
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
142018
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
52021
Dynamical fitness models: evidence of universality classes for preferential attachment graphs
A Cipriani, A Fontanari
Journal of Applied Probability 59 (3), 609-630, 2022
32022
Lorenz-generated bivariate Archimedean copulas
A Fontanari, P Cirillo, CW Oosterlee
Dependence Modeling 8 (1), 186-209, 2020
32020
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
The system can't perform the operation now. Try again later.
Articles 1–7