Edit Profile (opens in new tab) Cirillo, Pasquale Co-Author Distance Author ID: cirillo.pasquale Published as: Cirillo, Pasquale Homepage: https://ocw.tudelft.nl/teachers/p-cirillo/ External Links: MGP Documents Indexed: 19 Publications since 2007, including 1 Book Co-Authors: 15 Co-Authors with 18 Joint Publications 393 Co-Co-Authors all top 5 Co-Authors 1 single-authored 7 Hüsler, Jürg 4 Fontanari, Andrea 3 Muliere, Pietro 3 Oosterlee, Cornelis Willebrordus 3 Taleb, Nassim Nicholas 2 Gallegati, Mauro 1 Bianchi, Carlo 1 Delli Gatti, Domenico 1 Desiderio, Saul 1 Eliazar, Iddo I. 1 Gaffeo, Edoardo 1 Redig, Frank 1 Ruszel, Wioletta Magdalena 1 Souto Arias, Luis A. 1 Vagliasindi, Pietro A. all top 5 Serials 3 Physica A 2 Insurance Mathematics & Economics 2 Statistics & Probability Letters 2 Probability in the Engineering and Informational Sciences 1 Metrika 1 Computational Economics 1 International Journal of Theoretical and Applied Finance 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 IMA Journal of Management Mathematics 1 Journal of Physics A: Mathematical and Theoretical 1 Dependence Modeling 1 New Economic Windows all top 5 Fields 13 Statistics (62-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Probability theory and stochastic processes (60-XX) 3 Operations research, mathematical programming (90-XX) 2 Numerical analysis (65-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 16 Publications have been cited 81 times in 70 Documents Cited by ▼ Year ▼ Macroeconomics from the bottom-up. Zbl 1269.91001 Delli Gatti, Domenico; Desiderio, Saul; Gaffeo, Edoardo; Cirillo, Pasquale; Gallegati, Mauro 23 2011 Extreme shock models: an alternative perspective. Zbl 1206.62092 Cirillo, Pasquale; Hüsler, Jürg 12 2011 Are your data really Pareto distributed? Zbl 1395.62006 Cirillo, Pasquale 11 2013 Validating and calibrating agent-based models: a case study. Zbl 1310.91116 Bianchi, Carlo; Cirillo, Pasquale; Gallegati, Mauro; Vagliasindi, Pietro A. 8 2007 A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling. Zbl 1205.91164 Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro 5 2010 An urn approach to generalized extreme shock models. Zbl 1161.62069 Cirillo, Pasquale; Hüsler, Jürg 4 2009 Duality and stationary distributions of wealth distribution models. Zbl 1302.91166 Cirillo, Pasquale; Redig, Frank; Ruszel, Wioletta 4 2014 Gini estimation under infinite variance. Zbl 1514.62323 Fontanari, Andrea; Taleb, Nassim Nicholas; Cirillo, Pasquale 3 2018 From concentration profiles to concentration maps. New tools for the study of loss distributions. Zbl 1398.91326 Fontanari, Andrea; Cirillo, Pasquale; Oosterlee, Cornelis W. 2 2018 Expected shortfall estimation for apparently infinite-mean models of operational risk. Zbl 1400.91657 Cirillo, Pasquale; Taleb, Nassim Nicholas 2 2016 Alarm systems and catastrophes from a diverse point of view. Zbl 1321.60186 Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro 2 2013 Generalized extreme shock models with a possibly increasing threshold. Zbl 1233.90128 Cirillo, Pasquale; Hüsler, Jürg 1 2011 Portfolio risk and the quantum majorization of correlation matrices. Zbl 07639603 Fontanari, Andrea; Eliazar, Iddo; Cirillo, Pasquale; Oosterlee, Cornelis W. 1 2021 Lorenz-generated bivariate Archimedean copulas. Zbl 1457.62156 Fontanari, Andrea; Cirillo, Pasquale; Oosterlee, Cornelis W. 1 2020 On the statistical properties and tail risk of violent conflicts. Zbl 1400.62339 Cirillo, Pasquale; Taleb, Nassim Nicholas 1 2016 Joint and survivor annuity valuation with a bivariate reinforced urn process. Zbl 1467.91151 Souto Arias, Luis A.; Cirillo, Pasquale 1 2021 Portfolio risk and the quantum majorization of correlation matrices. Zbl 07639603 Fontanari, Andrea; Eliazar, Iddo; Cirillo, Pasquale; Oosterlee, Cornelis W. 1 2021 Joint and survivor annuity valuation with a bivariate reinforced urn process. Zbl 1467.91151 Souto Arias, Luis A.; Cirillo, Pasquale 1 2021 Lorenz-generated bivariate Archimedean copulas. Zbl 1457.62156 Fontanari, Andrea; Cirillo, Pasquale; Oosterlee, Cornelis W. 1 2020 Gini estimation under infinite variance. Zbl 1514.62323 Fontanari, Andrea; Taleb, Nassim Nicholas; Cirillo, Pasquale 3 2018 From concentration profiles to concentration maps. New tools for the study of loss distributions. Zbl 1398.91326 Fontanari, Andrea; Cirillo, Pasquale; Oosterlee, Cornelis W. 2 2018 Expected shortfall estimation for apparently infinite-mean models of operational risk. Zbl 1400.91657 Cirillo, Pasquale; Taleb, Nassim Nicholas 2 2016 On the statistical properties and tail risk of violent conflicts. Zbl 1400.62339 Cirillo, Pasquale; Taleb, Nassim Nicholas 1 2016 Duality and stationary distributions of wealth distribution models. Zbl 1302.91166 Cirillo, Pasquale; Redig, Frank; Ruszel, Wioletta 4 2014 Are your data really Pareto distributed? Zbl 1395.62006 Cirillo, Pasquale 11 2013 Alarm systems and catastrophes from a diverse point of view. Zbl 1321.60186 Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro 2 2013 Macroeconomics from the bottom-up. Zbl 1269.91001 Delli Gatti, Domenico; Desiderio, Saul; Gaffeo, Edoardo; Cirillo, Pasquale; Gallegati, Mauro 23 2011 Extreme shock models: an alternative perspective. Zbl 1206.62092 Cirillo, Pasquale; Hüsler, Jürg 12 2011 Generalized extreme shock models with a possibly increasing threshold. Zbl 1233.90128 Cirillo, Pasquale; Hüsler, Jürg 1 2011 A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling. Zbl 1205.91164 Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro 5 2010 An urn approach to generalized extreme shock models. Zbl 1161.62069 Cirillo, Pasquale; Hüsler, Jürg 4 2009 Validating and calibrating agent-based models: a case study. Zbl 1310.91116 Bianchi, Carlo; Cirillo, Pasquale; Gallegati, Mauro; Vagliasindi, Pietro A. 8 2007 all cited Publications top 5 cited Publications all top 5 Cited by 126 Authors 11 Cirillo, Pasquale 5 Eryılmaz, Serkan N. 4 Fontanari, Andrea 4 Hüsler, Jürg 3 Gallegati, Mauro 3 Grazzini, Jakob 3 Poledna, Sebastian 3 Taleb, Nassim Nicholas 3 Thurner, Stefan 2 Assenza, Tiziana 2 Bozbulut, Ali Riza 2 Chadjiconstantinidis, Stathis 2 Fortini, Sandra 2 Gurgone, Andrea 2 Hommes, Cars H. 2 Ibrahim, Kamarulzaman 2 Iori, Giulia 2 Masseran, Nurulkamal 2 Muliere, Pietro 2 Oosterlee, Cornelis Willebrordus 2 Petrone, Sonia 2 Redig, Frank 2 Roventini, Andrea 2 Safari, Muhammad Aslam Mohd 2 Sau, Federico 1 Adão, Luiz F. S. 1 Ahmad Fuad, Amirul Aizad 1 Ahmad, Tahir 1 Barde, Sylvain 1 Bazzana, Davide 1 Bessi, Alessandro 1 Bianchi, Carlo 1 Biondo, Alessio Emanuele 1 Bochmann, Olaf 1 Bouchaud, Jean-Philippe 1 Cajueiro, Daniel O. 1 Campolieti, Michele 1 Catullo, Ermanno 1 Cecconi, Federico 1 Chu, Dianhui 1 Ciola, Emanuele 1 Cipriani, Alessandra 1 Da Silva, Sergio 1 Dang, Xin 1 Daouia, Abdelaati 1 de Grauwe, Paul 1 Delli Gatti, Domenico 1 Di Bartolomeo, Giovanni 1 Di Pietro, Marco 1 Di Vita, Andrea 1 Dickson, Maria Michela 1 Doostmoradi, Ali 1 Dosi, Giovanni 1 Eliazar, Iddo I. 1 Ely, Regis A. 1 Espa, Giuseppe 1 Espinosa, Alexandra M. 1 Fagiolo, Giorgio 1 Farmer, James Doyne 1 Fierro, Raúl 1 Giannini, Bianca 1 Gijbels, Irène 1 Gilbert, Thomas 1 Gualdi, Stanislao 1 Guerini, Mattia 1 Horna, Luís 1 Howitt, Peter 1 Hurd, Thomas R. 1 Hussain, Saiful Izzuan 1 Jafarey, Saqib 1 Ji, Yuemei 1 Klimek, Peter 1 Lamperti, Francesco 1 Leiva, Víctor 1 Liu, Yan 1 Maia, Adriano 1 Maidana, Jean Paul 1 Massaro, Domenico 1 Matsushita, Raul Y. 1 Menoncin, Francesco 1 Mira, Antonietta 1 Moneta, Alessio 1 Napoletano, Mauro 1 Nardone, Claudia 1 Ogutu, Carolyne Adhiambo 1 Onchere, Walter Omonywa 1 Ottieno, Joseph Makoteku 1 Özak, Ömer 1 Ozkut, Murat 1 Papadopoulos, Georgios O. 1 Peluso, Stefano 1 Platt, Donovan 1 Pluchino, Alessandro 1 Prieto, Faustino 1 Ramos, Arturo 1 Rapisarda, Andrea 1 Recchioni, Maria Cristina 1 Reza Akhoond, Mohammad 1 Richiardi, Matteo G. 1 Russo, Alberto ...and 26 more Authors all top 5 Cited in 33 Serials 22 Journal of Economic Dynamics & Control 8 Physica A 3 Journal of Computational and Applied Mathematics 3 Dependence Modeling 2 Insurance Mathematics & Economics 2 Statistics & Probability Letters 2 Probability in the Engineering and Informational Sciences 2 Quantitative Finance 1 Advances in Applied Probability 1 Journal of Statistical Physics 1 Chaos, Solitons and Fractals 1 Applied Mathematics and Computation 1 Journal of the American Statistical Association 1 Journal of Applied Probability 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Mathematical Social Sciences 1 Communications in Statistics. Simulation and Computation 1 Stochastic Processes and their Applications 1 Computational Economics 1 Test 1 Open Economies Review 1 Journal of Nonparametric Statistics 1 International Journal of Theoretical and Applied Finance 1 Journal of Applied Statistics 1 Communications in Nonlinear Science and Numerical Simulation 1 Methodology and Computing in Applied Probability 1 Brazilian Journal of Probability and Statistics 1 Journal of Statistical Mechanics: Theory and Experiment 1 The European Physical Journal B. Condensed Matter and Complex Systems 1 Nonlinear Analysis. Hybrid Systems 1 Afrika Statistika 1 Journal of Mathematics all top 5 Cited in 12 Fields 37 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 29 Statistics (62-XX) 12 Probability theory and stochastic processes (60-XX) 10 Operations research, mathematical programming (90-XX) 6 Statistical mechanics, structure of matter (82-XX) 2 Combinatorics (05-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Partial differential equations (35-XX) 1 Computer science (68-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year