Valeria Bignozzi

Valeria Bignozzi

Università degli Studi di Milano Bicocca - Milano / Italy
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1871880
University of Milano-Bicocca
person_outline Valeria Bignozzi's MOST POPULAR ARTICLES
1-) On Elicitable risk measuresF Bellini, V BignozziQuant. Finance 15 (5), 725-733, 20151852015
2-) Robust and Pareto optimality of insurance contractsAV Asimit, V Bignozzi, KC Cheung, J Hu, ES KimEuropean Journal of Operational Research 262 (2), 720-732, 2017572017
3-) Risk measures with the CxLS propertyF Delbaen, F Bellini, V Bignozzi, JF ZiegelTo appear in Finance and Stochastics. ArXiv preprint arXiv:1411.0426, 2014572014
4-) Reducing model risk via positive and negative dependence assumptionsV Bignozzi, G Puccetti, L RüschendorfInsurance: Mathematics and Economics 61, 17-26, 2015482015
5-) Parameter uncertainty and residual estimation riskV Bignozzi, A TsanakasThis is a preprint of an article accepted for publication in the Journal of …, 2014462014