# Enrico Bernardi

Professor

Department of Statistical Sciences "Paolo Fortunati"

## Publications

, Distorted Copula-Based Probability Distribution of a Counting Hierarchical Variable: A Credit Risk Application, «INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING», 2016, 15, pp. 285 - 310 [Scientific article]

, A copula-based hierarchical hybrid loss distribution, «STATISTICS & RISK MODELING», 2015, 32, pp. 73 - 87 [Scientific article]

, A hierarchical copula-based world-wide valuation of sovereign risk, «INSURANCE MATHEMATICS & ECONOMICS», 2015, 61, pp. 155 - 169 [Scientific article]

, Counterexamples to $C^{\infty}$ well posedness for some hyperbolic operators with triple characteristics, «PROCEEDINGS OF THE JAPAN ACADEMY. SERIES A MATHEMATICAL SCIENCES», 2015, 91, pp. 19 - 24 [Scientific article]

, Cauchy problem for effectively hyperbolic operators with triple characteristics, «COMPTES RENDUS MATHEMATIQUE», 2014, 352, pp. 109 - 112 [Scientific article]

, A clusterized copula-based probability distribution of a counting variable for high-dimensional problems, «THE JOURNAL OF CREDIT RISK», 2013, 9, pp. 3 - 26 [Scientific article]

, Limiting Loss distribution on a Hierarchical copula-based model, «INTERNATIONAL REVIEW OF APPLIED FINANCIAL ISSUES AND ECONOMICS», 2012, 4, pp. 126 - 135 [Scientific article]

, The Cauchy Problem for Hyperbolic Operators with Double Characteristics in Presence of Transition, «COMMUNICATIONS IN PARTIAL DIFFERENTIAL EQUATIONS», 2012, 37, pp. 1315 - 1356 [Scientific article]

, Computing the volume of an high-dimensional semi-unsupervised Hierarchical copula, «INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS», 2011, 88, pp. 2591 - 2607 [Scientific article]

, ON THE CAUCHY PROBLEM FOR NONEFFECTIVELY HYPERBOLIC OPERATORS: THE GEVREY 3 WELLPOSEDNESS, «JOURNAL OF HYPERBOLIC DIFFERENTIAL EQUATIONS», 2011, 08, pp. 615 - 650 [Scientific article]

, On the Cauchy problem for noneffectively hyperbolic operators: The Gevrey 4 well-posedness, «KYOTO JOURNAL OF MATHEMATICS», 2011, 51, pp. 767 - 810 [Scientific article]

, EOQ under exogenous and periodic demand, «ADVANCED MODELLING AND OPTIMIZATION», 2009, 11, pp. 279 - 287 [Scientific article]

, On an ODE relevant for the general theory of the hyperbolic Cauchy problem, «SERDICA MATHEMATICAL JOURNAL», 2008, 34, pp. 311 - 328 [Scientific article]

, On the Cauchy Problem for non-effectively hyperbolic operators, the Gevrey 5 well-posedness, «JOURNAL D'ANALYSE MATHEMATIQUE», 2008, 105, pp. 197 - 240 [Scientific article]

, On the Cauchy Problem for Some Hyperbolic Operator with Double Characteristics, in: Phase Space Analysis in Partial Differential Equations, BOSTON, Birkhaeuser, 2006, pp. 29 - 44 (Progress in Nonlinear Differential Equations and Their Applications) [Chapter or essay]

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