Marlon Ruoso Moresco

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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!

PublicationDate of PublicationType
Inf-convolution and optimal risk sharing with countable sets of risk measures
Annals of Operations Research
2024-06-04Paper
A note on the induction of comonotonic additive risk measures from acceptance sets
Statistics & Probability Letters
2024-05-17Paper
Minkowski deviation measures
Statistics & Risk Modeling
2023-01-19Paper
Star-shaped deviations
Operations Research Letters
2022-10-17Paper
On the link between monetary and star-shaped risk measures
Statistics & Probability Letters
2022-03-04Paper
On a robust risk measurement approach for capital determination errors minimization
Insurance Mathematics & Economics
2020-11-19Paper


Research outcomes over time


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