Ilaria Peri
From MaRDI portal
Person:2875723
Available identifiers
zbMath Open peri.ilariaMaRDI QIDQ2875723
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Risk contributions of lambda quantiles* | 2022-10-14 | Paper |
Short Communication: An Axiomatization of $\Lambda$-Quantiles | 2022-04-21 | Paper |
On the properties of the Lambda value at risk: robustness, elicitability and consistency | 2018-11-19 | Paper |
RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION | 2014-08-11 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Ilaria Peri