Modelling the Dependence in Multivariate Longitudinal Data by Pair Copula Decomposition. - Marta Nai Ruscone; Silvia Angela Osmetti (SMPS, 2016)

A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models. - Galina Andreeva; Raffaella Calabrese; Silvia Angela Osmetti (Eur. J. Oper. Res., 2016)

Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model. - Raffaella Calabrese; Giampiero Marra; Silvia Angela Osmetti (J. Oper. Res. Soc., 2016)

The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach. - Raffaella Calabrese; Marta Degl'Innocenti; Silvia Angela Osmetti (Eur. J. Oper. Res., 2017)

A risk index for ordinal variables and its statistical properties: A priority of intervention indicator in quality control framework. - Silvia Facchinetti; Silvia Angela Osmetti (Qual. Reliab. Eng. Int., 2018)

A new approach to measure systemic risk: A bivariate copula model for dependent censored data. - Raffaella Calabrese; Silvia Angela Osmetti (Eur. J. Oper. Res., 2019)

Dissimilarity measure for ranking data via mixture of copulae. - Andrea Bonanomi; Marta Nai Ruscone; Silvia Angela Osmetti (Stat. Anal. Data Min., 2019)