Silvia Figini

University of Pavia

Corso Strada Nuova, 65

27100 Pavia, 27100

Italy

SCHOLARLY PAPERS

3

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CITATIONS

3

Scholarly Papers (3)

1.

Enhanced Credit Default Models for Heterogeneous SME Segments

Journal of Financial Transformation, Forthcoming
Number of pages: 48 Posted: 24 Mar 2009
University of Pavia, University of Pavia - Department of Political Economy and Quantitative Methods, University of Pavia - Faculty of Economics and Moscow School of Economics, Moscow State University
Downloads 616 (41,777)
Citation 1

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Longitudinal models, Bayesian panel models, Credit risk, Default probability, Loss function

2.

Random Survival Forests Models for SME Credit Risk Measurement

Methodology and Computing in Applied Probability, Forthcoming
Number of pages: 23 Posted: 31 Jan 2009
Silvia Figini and Dean Fantazzini
University of Pavia and Moscow School of Economics, Moscow State University
Downloads 550 (48,468)
Citation 5

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Random Survival Trees, Credit risk, Default probability, Loss functions, Classification

3.

Bayesian Operational Risk Models

Journal of Operational Risk, Vol. 10, No. 2, 2015
Number of pages: 16 Posted: 01 Jul 2016
Silvia Figini, Lijun Gao and Paolo Giudici
University of Pavia, Shandong University of Finance and Economics and University of Pavia - Faculty of Economics
Downloads 0 (661,710)
Citation 2
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extreme value distributions, operational risk management, self-assessment questionnaires, value-at-risk