Marlon Ruoso Moresco
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Person:2084034
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Inf-convolution and optimal risk sharing with countable sets of risk measures Annals of Operations Research | 2024-06-04 | Paper |
| A note on the induction of comonotonic additive risk measures from acceptance sets Statistics & Probability Letters | 2024-05-17 | Paper |
| Minkowski deviation measures Statistics & Risk Modeling | 2023-01-19 | Paper |
| Star-shaped deviations Operations Research Letters | 2022-10-17 | Paper |
| On the link between monetary and star-shaped risk measures Statistics & Probability Letters | 2022-03-04 | Paper |
| On a robust risk measurement approach for capital determination errors minimization Insurance Mathematics & Economics | 2020-11-19 | Paper |
Research outcomes over time
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