BIGNOZZI, VALERIA
BIGNOZZI, VALERIA
DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA
Bayesian Inference for Lp-quantile regression models
2016 Bernardi, M.; Bignozzi, V.; Petrella, Lea
Conditional expectiles, time consistency and mixture convexity properties
2018 Bellini, F.; Bignozzi, V.; Puccetti, G.
Diversification limit of quantiles under dependence uncertainty
2016 Bignozzi, Valeria; Mao, Tiantian; Wang, Bin; Wang, Ruodu
How Superadditive Can a Risk Measure Be?
2015 Wang, Ruodu; Bignozzi, Valeria; Tsanakas, Andreas
Insurance valuation: a two-step generalised regression approach
2022 Barigou, K.; Bignozzi, V.; Tsanakas, A.
Inter-order relations between equivalence for Lp-quantiles of the Student's t distribution
2024 Bignozzi, V.; Merlo, L.; Petrella, L.
Large deviations for method-of-quantiles estimators of one-dimensional parameters
2020 Bignozzi, Valeria; Macci, Claudio; Petrella, Lea
Large deviations for risk measures in finite mixture models
2018 Bignozzi, Valeria; Macci, Claudio; Petrella, Lea
Model uncertainty in risk capital measurement
2016 Bignozzi, V.; Tsanakas, A.
On elicitable risk measures
2015 Bellini, Fabio; Bignozzi, Valeria
On the Lp-quantiles and the Student-t distribution
2016 Bernardi, M.; Bignozzi, V.; Petrella, Lea
On the Lp-quantiles for the Student t distribution
2017 Bernardi, Mauro; Bignozzi, Valeria; Petrella, Lea
On the Lp-quantiles for the Student t distribution
2017 Mauro, Bernardi; Valeria, Bignozzi; Petrella, Lea
Parameter Uncertainty and Residual Estimation Risk
2016 Bignozzi, Valeria; Tsanakas, Andreas
Reducing model risk via positive and negative dependence assumptions
2015 Bignozzi, Valeria; Puccetti, Giovanni; Rüschendorf, Ludger
Risk bounds under right-tail uncertainty
2025 Bignozzi, Valeria; De Vecchi, Corrado
Risk Measures Based on Benchmark Loss Distributions
2020 Bignozzi, V.; Burzoni, M.; Munari, C.
Risk measures with the CxLS property
2016 Delbaen, Freddy; Bellini, Fabio; Bignozzi, Valeria; Ziegel, Johanna F.
Robust and Pareto optimality of insurance contracts
2017 Asimit, A. V.; Bignozzi, V.; Cheung, K. C.; Hu, J.; Kim, E. -S.
Studying mixability with supermodular aggregating functions
2015 Bignozzi, Valeria; Puccetti, Giovanni