Valeria Bignozzi

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!

Publication	Date of Publication	Type
Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution Insurance Mathematics & Economics	2024-05-24	Paper
Large deviations for method-of-quantiles estimators of one-dimensional parameters Communications in Statistics: Theory and Methods	2022-05-18	Paper
Insurance valuation: A two-step generalised regression approach ASTIN Bulletin	2022-04-04	Paper
Conditional expectiles, time consistency and mixture convexity properties Insurance Mathematics & Economics	2018-10-19	Paper
On elicitable risk measures Quantitative Finance	2018-09-19	Paper
Large deviations for risk measures in finite mixture models Insurance Mathematics & Economics	2018-06-15	Paper
Robust and Pareto optimality of insurance contracts European Journal of Operational Research	2017-12-06	Paper
On the \(L_p\)-quantiles for the Student \(t\) distribution Statistics & Probability Letters	2017-10-06	Paper
Diversification limit of quantiles under dependence uncertainty Extremes	2016-06-07	Paper
Risk measures with the CxLS property Finance and Stochastics	2016-05-23	Paper
How superadditive can a risk measure be? SIAM Journal on Financial Mathematics	2015-10-21	Paper
Studying mixability with supermodular aggregating functions Statistics & Probability Letters	2015-06-11	Paper
Reducing model risk via positive and negative dependence assumptions Insurance Mathematics & Economics	2015-05-26	Paper

Research outcomes over time

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