Concepedia

Mauro Bernardi

MB

18

Publications

877

Citations

17

H-Index

2012

Active since

Affiliations

University of Padua(Current)

Sapienza University of Rome

University of Rome Tor Vergata

Aarhus University

University of Salento

Mauro Bernardi is an author at University of Padua specializing in engineering, statistics, and business.

Top concepts

StatisticsEngineeringBusinessRisk ManagementFinanceMultivariate AnalysisForecastingStatistical InferenceRiskCopulas

Publications per year

2012–2018

18

Publications

18

A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities

Gianfausto Salvadori, Fabrizio Durante, Carlo De Michele et al. · Water Resources Research · 2016 · 271 citations · Full text

Engineering, Hazard Scenarios, Safety Science +18

The model confidence set package for R

Mauro Bernardi, Leopoldo Catania · International Journal of Computational Economics and Econometrics · 2018 · 78 citations · Full text

Volatility Modeling, Engineering, Mcs Procedure +17

Skew mixture models for loss distributions: A Bayesian approach

Mauro Bernardi, Antonello Maruotti, Lea Petrella · Insurance Mathematics and Economics · 2012 · 71 citations

Bayesian Statistics, Mixture Distribution, Mixture Analysis +4

Switching generalized autoregressive score copula models with application to systemic risk

Mauro Bernardi, Leopoldo Catania · Journal of Applied Econometrics · 2018 · 60 citations · Full text

Comparison of Value-at-Risk models using the MCS approach

Mauro Bernardi, Leopoldo Catania · Computational Statistics · 2016 · 52 citations

Mcs Approach, Engineering, Risk Model Validation +7

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