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Titolo Data di pubblicazione Autori
How superadditive can a risk measure be? 1-gen-2015 BIGNOZZI, VALERIA +
Reducing model risk via positive and negative dependence assumptions 1-gen-2015 BIGNOZZI, VALERIA +
Studying mixability with supermodular aggregating functions 1-gen-2015 BIGNOZZI, VALERIA +
On elicitable risk measures 1-gen-2015 BELLINI, FABIOBIGNOZZI, VALERIA
Open problems in risk aggregation under dependence modelling 1-gen-2015 BIGNOZZI, VALERIA
Risk measures with the CxLS property 1-gen-2016 BELLINI, FABIOBIGNOZZI, VALERIA +
Model uncertainty in risk capital measurement 1-gen-2016 BIGNOZZI, VALERIA +
Diversification limit of quantiles under dependence uncertainty 1-gen-2016 BIGNOZZI, VALERIA +
Parameter Uncertainty and Residual Estimation Risk 1-gen-2016 BIGNOZZI, VALERIA +
Robust and Pareto optimality of insurance contracts 1-gen-2017 Bignozzi, V +
On the Lp-quantiles for the Student t distribution 1-gen-2017 Bignozzi, V +
Conditional expectiles, time consistency and mixture convexity properties 1-gen-2018 Bellini, FBignozzi, V +
Large deviations for risk measures in finite mixture models 1-gen-2018 Bignozzi, V +
Risk Measures Based on Benchmark Loss Distributions 1-gen-2020 Bignozzi, V +
Large deviations for method-of-quantiles estimators of one-dimensional parameters 1-gen-2020 Bignozzi, Valeria +
Insurance valuation: a two-step generalised regression approach 1-gen-2022 Bignozzi V. +
Mostrati risultati da 1 a 16 di 16
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