| A directional multivariate value at risk R Torres, RE Lillo, H Laniado Insurance: Mathematics and Economics 65, 111-123, 2015 | 39 | 2015 |
| Directional multivariate extremes in environmental phenomena R Torres, C De Michele, H Laniado, RE Lillo Environmetrics 28 (2), e2428, 2017 | 12 | 2017 |
| On the estimation of extreme directional multivariate quantiles R Torres, E Di Bernardino, H Laniado, RE Lillo Communications in Statistics-Theory and Methods 49 (22), 5504-5534, 2020 | 6 | 2020 |
| An algorithm to determine airport runway usage/configuration based on aircraft trajectories R Torres, N Peña, PC Álvarez-Esteban IEEE/AIAA 38th Digital Avionics Systems Proceedings, 1-7, 2019 | 1 | 2019 |
| A bootstrap-based method to estimate directional extreme risk regions at high levels R Torres, E Di Bernardino, H Laniado, RE Lillo arXiv preprint arXiv:1610.08386, 2016 | 1 | 2016 |
| 95. MULTIVARIATE RISK MEASURES: A DIRECTIONAL APPROACH FORA VALUE AT RISK R Torres, RE Lillo, H Laniado Current Topics on Risk Analysis: ICRA6 and RISK 2015 Conference, 795, 0 | 1 | |
| Directional multivariate extremes in environmental phenomena RE Lillo, H Laniado, C Michele, R Torres DES-Working Papers. Statistics and Econometrics. WS, 2016 | | 2016 |
| Supplementary Material: Directional Multivariate Extremes in Environmental Phenomena R Torres, C De Michele, H Laniado, RE Lillo | | 2016 |
| The multivariate directional approach: high level quantile estimation and applications to finance and environmental phenomena RA Torres Díaz | | 2016 |
| A NOTION OF MULTIVARIATE VALUE AT RISK FROM A DIRECTIONAL PERSPECTIVE RA TORRES, H LANIADO, RE LILLO | | 2015 |
| A Directional Multivariate Value at Risk H Laniado, RE Lillo, R Torres DES-Working Papers. Statistics and Econometrics. WS, 2015 | | 2015 |
| Valoración de opciones dependientes de la trayectoria, modelando mediante procesos de ramificación RA Torres Díaz Uniandes, 2009 | | 2009 |
Carlo De MichelePolitecnico di MilanoVerified email at polimi.it
