Carlo Sempi

Finance · 1995–2015

A researcher in the Science corpus: 7 papers; trusts 23 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 50 citations into it; #3,041 of 10,518 by trust here, #4,732 by citations
• Statistics and Probability — 30 citations into it
• Management Science and Operations Research — 27 citations into it
• Economics and Econometrics — 15 citations into it
• Artificial Intelligence — 8 citations into it
• Global and Planetary Change — 7 citations into it
• Demography — 6 citations into it

Whom Carlo Sempi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Alexander J. McNeil
2. Roger B. Nelsen
3. Paul Embrechts
4. Christian Genest
5. Fabrizio Durante
6. Samuel Kotz
7. T. Guo
8. David X. Li
9. Johanna G. Nevslehov'a
10. Narayanaswamy Balakrishnan

Who trusts Carlo Sempi overall

1. Paul Embrechts
2. A. Ceña
3. Filippo Domma
4. Fabrizio Durante
5. Shun-ichi Amari
6. M. Brunner
7. Wolfgang Trutschnig
8. Friedrich Schmid
9. Giovanni Pistone
10. Ludger Rüschendorf

Papers from Carlo Sempi's perspective

Ordered by how strongly the researchers Carlo Sempi trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
2. On Default Correlation: A Copula Function Approach
3. A Primer on Copulas for Count Data (ASTIN Bulletin: The Journal of the International Actuarial Association)
4. On the multivariate probability integral transformation
5. Copulas: Tales and facts
6. Characterization of dependence of multidimensional Lévy processes using Lévy copulas
7. Correlation and dependence
8. Fonctions de repartition a n dimensions et leurs marges
9. BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
10. Construction of asymmetric multivariate copulas

Their papers

• Principles of Copula Theory (2015) — 580 citations
• Ordinal sums and idempotents of copulas (2010) — 61 citations
• Copula Theory: An Introduction (2010) — 230 citations
• Shuffles of copulas (2009) — 56 citations
• Copulas Constructed from Horizontal Sections (2007) — 48 citations
• A Short and Partial History of Probabilistic Normed Spaces (2006) — 53 citations
• An Infinite-Dimensional Geometric Structure on the Space of all the Probability Measures Equivalent to a Given One (1995)