Umberto Cherubini

According to our database, Umberto Cherubini authored at least 6 papers between 2009 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Multivariate Security Breach Probability: The Gordon-Loeb Model with Copulas.

Umberto Cherubini

Proceedings of the Computer Safety, Reliability, and Security. SAFECOMP 2024 Workshops, 2024

2021

Extensions and distortions of <i>λ</i>-fuzzy measures.

Umberto Cherubini, Sabrina Mulinacci

Fuzzy Sets Syst., 2021

2014

Contagion-based distortion risk measures.

Umberto Cherubini, Sabrina Mulinacci

Appl. Math. Lett., 2014

2011

Copulas in Finance.

Umberto Cherubini

Proceedings of the International Encyclopedia of Statistical Science, 2011

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

Umberto Cherubini, Sabrina Mulinacci, Silvia Romagnoli

J. Multivar. Anal., 2011

2009

A Copula Function Approach to Infer Correlation in Prediction Markets.

Agostino Capponi, Umberto Cherubini

Proceedings of the Auctions, 2009