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Author ID: cirillo.pasquale Recent zbMATH articles by "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

Publications by Year

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 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

Citations by Year