A Copula Function Approach to Infer Correlation in Prediction Markets. - Agostino Capponi; Umberto Cherubini (AMMA, 2009)

A copula-based model of speculative price dynamics in discrete time. - Umberto Cherubini; Sabrina Mulinacci; Silvia Romagnoli (J. Multivar. Anal., 2011)

Copulas in Finance. - Umberto Cherubini (International Encyclopedia of Statistical Science, 2011)

Contagion-based distortion risk measures. - Umberto Cherubini; Sabrina Mulinacci (Appl. Math. Lett., 2014)

Extensions and distortions of λ-fuzzy measures. - Umberto Cherubini; Sabrina Mulinacci (Fuzzy Sets Syst., 2021)

Multivariate Security Breach Probability: The Gordon-Loeb Model with Copulas. - Umberto Cherubini (SAFECOMP (Workshops), 2024)