Silvia Romagnoli

According to our database, Silvia Romagnoli authored at least 9 papers between 2000 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

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

2020

A vague multidimensional dependency structure: Conditional versus Unconditional fuzzy copula models.

Silvia Romagnoli

Inf. Sci., 2020

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

2018

Measure-invariance of copula functions as tool for testing no-arbitrage assumption.

Silvia Romagnoli

J. Comput. Appl. Math., 2018

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

A copula-based model of speculative price dynamics in discrete time.

Umberto Cherubini, Sabrina Mulinacci, Silvia Romagnoli

J. Multivar. Anal., 2011

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

Enrico Bernardi, Silvia Romagnoli

Int. J. Comput. Math., 2011

2000

Robustness of the Black-Scholes approach in the case of options on several assets.

Silvia Romagnoli, Tiziano Vargiolu

Finance Stochastics, 2000