Pasquale Cirillo

Delft University of Technology

Stevinweg 1

Stevinweg 1

Delft, 2628 CN

Netherlands

Delft University of Technology - Delft Institute of Applied Mathematics (DIAM)

Mekelweg 4

Delft, Holland 2628

Netherlands

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.

The Decline of Violent Conflicts: What Do the Data Really Say?

The Nobel Foundation, Causes of Peace, Forthcoming
Number of pages: 26 Posted: 30 Nov 2016
Pasquale Cirillo and Nassim Nicholas Taleb
Delft University of Technology and NYU-Tandon School of Engineering
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Abstract:

2.

From Concentration Profiles to Concentration Maps. New Tools for the Study of Loss Distributions.

Number of pages: 37 Posted: 13 Oct 2016 Last Revised: 29 Oct 2016
Andrea Fontanari, Pasquale Cirillo and Cornelis W. Oosterlee
Delft University of Technology - Delft Institute of Applied Mathematics (DIAM), Delft University of Technology and Center for Mathematics and Computer Science (CWI)
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Abstract:

concentration profile, concentration map, Gini index, Lorenz curve, CAES, ES, VaR

3.

Expected Shortfall Estimation for Apparently Infinite-Mean Models of Operational Risk

Quantitative Finance, Volume 16, 2016 - Issue 10
Number of pages: 23 Posted: 27 Oct 2015 Last Revised: 12 Jan 2017
Pasquale Cirillo and Nassim Nicholas Taleb
Delft University of Technology and NYU-Tandon School of Engineering
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Abstract:

Operational risk, Expected Shortfall, Infinite Mean, VaR

4.

On the Statistical Properties and Tail Risk of Violent Conflicts

Physica A. Forthcoming.
Number of pages: 13 Posted: 18 Oct 2015 Last Revised: 12 Feb 2016
Pasquale Cirillo and Nassim Nicholas Taleb
Delft University of Technology and NYU-Tandon School of Engineering
Downloads 0 (33,714)

Abstract:

Risk, Extreme Value Theory, Black Swan, Violence