Valeria Bignozzi

Available identifiers

zbMath Open bignozzi.valeriaMaRDI QIDQ287668

List of research outcomes

Publication	Date of Publication	Type
Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution	2024-05-24	Paper
Large deviations for method-of-quantiles estimators of one-dimensional parameters	2022-05-18	Paper
INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH	2022-04-04	Paper
Conditional expectiles, time consistency and mixture convexity properties	2018-10-19	Paper
On elicitable risk measures	2018-09-19	Paper
Large deviations for risk measures in finite mixture models	2018-06-15	Paper
Robust and Pareto optimality of insurance contracts	2017-12-06	Paper
On the \(L_p\)-quantiles for the Student \(t\) distribution	2017-10-06	Paper
Diversification limit of quantiles under dependence uncertainty	2016-06-07	Paper
Risk measures with the CxLS property	2016-05-23	Paper
How Superadditive Can a Risk Measure Be?	2015-10-21	Paper
Studying mixability with supermodular aggregating functions	2015-06-11	Paper
Reducing model risk via positive and negative dependence assumptions	2015-05-26	Paper

Research outcomes over time

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