Enrico Bernardi

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 5

Top Topics

Discriminative Power

Stochastic Differential Equations

Top Venues

Int. J. Gen. Syst.

Fuzzy Sets Syst.

J. Nonlinear Sci.

Publications

Enrico Bernardi, Daniele Ritelli, Silvia Romagnoli
Fuzzy Esscher changes of measure and copula invariance in Lévy markets. Fuzzy Sets Syst. 466 (2023)
Enrico Bernardi, Silvia Romagnoli
A distorted copula-based evolution model: risks' aggregation in a Bonus-Malus migration system. Soft Comput. 25 (17) (2021)
Enrico Bernardi, Silvia Romagnoli, Matteo Doti
The impact of the dependence structure in risk management: a focus on credit-risk. Int. J. Gen. Syst. 48 (4) (2019)
Enrico Bernardi, Vinayak Chuni, Alberto Lanconelli
On a Class of Stochastic Differential Equations with Random and Hölder Continuous Coefficients Arising in Biological Modeling. J. Nonlinear Sci. 29 (6) (2019)
Enrico Bernardi, Silvia Romagnoli
Distorted Copula-Based Probability Distribution of a Counting Hierarchical Variable: A Credit Risk Application. Int. J. Inf. Technol. Decis. Mak. 15 (2) (2016)
Enrico Bernardi, Silvia Romagnoli
Computing the volume of a high-dimensional semi-unsupervised hierarchical copula. Int. J. Comput. Math. 88 (12) (2011)