Sfoglia per Autore
Mostrati risultati da 1 a 19 di 19
Inter-order relations between equivalence for Lp-quantiles of the Student's t distribution
2024 Bignozzi, V; Merlo, L; Petrella, L
Insurance valuation: a two-step generalised regression approach
2022 Barigou, K; Bignozzi, V; Tsanakas, A
Large deviations for method-of-quantiles estimators of one-dimensional parameters
2020 Bignozzi, V; Macci, C; Petrella, L
Risk Measures Based on Benchmark Loss Distributions
2020 Bignozzi, V; Burzoni, M; Munari, C
Conditional expectiles, time consistency and mixture convexity properties
2018 Bellini, F; Bignozzi, V; Puccetti, G
Large deviations for risk measures in finite mixture models
2018 Bignozzi, V; Macci, C; Petrella, L
Robust and Pareto optimality of insurance contracts
2017 Asimit, A; Bignozzi, V; Cheung, K; Hu, J; Kim, E
On the Lp-quantiles for the Student t distribution
2017 Bernardi, M; Bignozzi, V; Petrella, L
On the L_p-quantiles and the student t distribution
2016 Bernardi, M; Bignozzi, V; Petrella, L
Bayesian inference for Lp–quantile regression models
2016 Bernardi, M; Bignozzi, V; Petrella, L
Parameter Uncertainty and Residual Estimation Risk
2016 Bignozzi, V; Tsanakas, A
Model uncertainty in risk capital measurement
2016 Bignozzi, V; Tsanakas, A
Diversification limit of quantiles under dependence uncertainty
2016 Bignozzi, V; Mao, T; Wang, B; Wang, R
Risk measures with the CxLS property
2016 Delbaen, F; Bellini, F; Bignozzi, V; Ziegel, J
Open problems in risk aggregation under dependence modelling
2015 Bignozzi, V
Reducing model risk via positive and negative dependence assumptions
2015 Bignozzi, V; Puccetti, G; Rüschendorf, L
How superadditive can a risk measure be?
2015 Wang, R; Bignozzi, V; Tsanakas, A
On elicitable risk measures
2015 Bellini, F; Bignozzi, V
Studying mixability with supermodular aggregating functions
2015 Bignozzi, V; Puccetti, G
Mostrati risultati da 1 a 19 di 19
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