Silvana M. Pesenti

Available identifiers

Publication	Date of Publication	Type
Robust distortion risk measures	2024-11-20	Paper
Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes	2024-03-26	Paper
Stressing dynamic loss models	2024-02-13	Paper
Portfolio Optimization within a Wasserstein Ball	2023-11-23	Paper
Risk budgeting portfolios from simulations	2023-09-15	Paper
Sensitivity measures based on scoring functions	2023-07-10	Paper
Risk contributions of lambda quantiles	2022-10-14	Paper
Robust risk-aware reinforcement learning	2022-03-18	Paper
Reverse sensitivity testing: what does it take to break the model?	2018-12-18	Paper
Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018)	2018-11-19	Paper
Robustness regions for measures of risk aggregation	2016-12-20	Paper

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