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Pasquale Cirillo


This is information that was supplied by Pasquale Cirillo in registering through RePEc. If you are Pasquale Cirillo , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Pasquale
Middle Name:
Last Name: Cirillo

RePEc Short-ID: pci43

Email: [This author has chosen not to make the email address public]
Postal Address: Institute of Mathematical Statistics and Actuarial Sciences Sidlerstrasse 5 CH-3012 Bern Switzerland


Institut für mathematische Statistik und Versicherungslehre - Universität Bern (Institute of Mathematical Statistics and Actuarial Sciences - University of Bern)
Location: Switzerland, Bern


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Working papers

  1. Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi, 2006. "Validating and Calibrating Agent-based Models: a Case Study," Computing in Economics and Finance 2006 277, Society for Computational Economics.


  1. Cirillo, Pasquale & Hüsler, Jürg, 2011. "Extreme shock models: An alternative perspective," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 25-30, January.
  2. Pasquale Cirillo & Jürg Hüsler & Pietro Muliere, 2010. "A Nonparametric Urn-Based Approach To Interacting Failing Systems With An Application To Credit Risk Modeling," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 13(08), pages 1223-1240.
  3. Cirillo, Pasquale & Hüsler, Jürg, 2009. "An urn approach to generalized extreme shock models," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 969-976, April.
  4. Pasquale Cirillo, 2009. "Some evidence about the evolution of the size distribution of Italian firms by age," Economics Bulletin, AccessEcon, vol. 29(3), pages 1723-1730.
  5. Bianchi, Carlo & Cirillo, Pasquale & Gallegati, Mauro & Vagliasindi, Pietro A., 2008. "Validation in agent-based models: An investigation on the CATS model," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 947-964, September.
  6. Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi, 2007. "Validating and Calibrating Agent-Based Models: A Case Study," Computational Economics, Society for Computational Economics, vol. 30(3), pages 245-264, October.


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