Enrico Bernardi

According to our database, Enrico Bernardi authored at least 7 papers between 2011 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2025

Tracking Time Varying Parameters Via Online Simplified Maximum Likelihood.

Enrico Bernardi, Alberto Lanconelli, Christopher S. A. Lauria

J. Optim. Theory Appl., July, 2025

2023

Fuzzy Esscher changes of measure and copula invariance in Lévy markets.

Enrico Bernardi, Daniele Ritelli, Silvia Romagnoli

Fuzzy Sets Syst., August, 2023

2021

A distorted copula-based evolution model: risks' aggregation in a Bonus-Malus migration system.

Enrico Bernardi, Silvia Romagnoli

Soft Comput., 2021

2019

On a Class of Stochastic Differential Equations with Random and Hölder Continuous Coefficients Arising in Biological Modeling.

Enrico Bernardi, Vinayak Chuni, Alberto Lanconelli

J. Nonlinear Sci., 2019

The impact of the dependence structure in risk management: a focus on credit-risk.

Enrico Bernardi, Silvia Romagnoli, Matteo Doti

Int. J. Gen. Syst., 2019

2016

Distorted Copula-Based Probability Distribution of a Counting Hierarchical Variable: A Credit Risk Application.

Enrico Bernardi, Silvia Romagnoli

Int. J. Inf. Technol. Decis. Mak., 2016

2011

Computing the volume of a high-dimensional semi-unsupervised hierarchical copula.

Enrico Bernardi, Silvia Romagnoli

Int. J. Comput. Math., 2011