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20202023
most citedHow Safe are European Safe Bonds? An Analysis from the Perspective of Modern Portfolio Credit Risk Models

4 citations · 4 across the 3 of their papers we have counts for

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physics.soc-ph2022

A filtering approach for statistical inference in a stochastic SIR model with an application to Covid-19 data

Katia Colaneri, Camilla Damian, Rüdiger Frey

In this paper, we consider a discrete-time stochastic SIR model, where the transmission rate and the true number of infectious individuals are random and unobservable. An advantage…