Dr. P. Cirillo
Assistant Professor
Department of Electrical Engineering, Mathematics and Comput
Delft University of Technology
Netherlands
Biography
"Dr. P. Cirillo is probabilist with research interest in risk theory, risk management and financial mathematics at Delft University of Technology, in the Applied Probability Group. Coordinator of the Financial Engineering Specialization."
Research Interest
Risk theory, risk management and financial mathematics
Publications
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Amounts Expected shortfall estimation for apparently infinite-mean models of operational risk
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An Analysis of the Number of Medical Malpractice Claims and Their
