Ilaria Peri

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 \(\mathcal{P}(\mathbb R)\) and value at risk with probability/loss function	2014-08-11	Paper

Research outcomes over time

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