BIGNOZZI, VALERIA
BIGNOZZI, VALERIA
DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA
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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.019 secondi).
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
On elicitable risk measures
2015 Bellini, Fabio; Bignozzi, Valeria
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 measures with the CxLS property
2016 Delbaen, Freddy; Bellini, Fabio; Bignozzi, Valeria; Ziegel, Johanna F.
Studying mixability with supermodular aggregating functions
2015 Bignozzi, Valeria; Puccetti, Giovanni
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
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 | |
On elicitable risk measures | 2015 | Bellini, Fabio; Bignozzi, Valeria | |
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 measures with the CxLS property | 2016 | Delbaen, Freddy; Bellini, Fabio; Bignozzi, Valeria; Ziegel, Johanna F. | |
Studying mixability with supermodular aggregating functions | 2015 | Bignozzi, Valeria; Puccetti, Giovanni |