On elicitable risk measures von Bellini, Fabio, Bignozzi, Valeria

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Parameter Uncertainty and Residual Estimation Risk von Bignozzi, Valeria, Tsanakas, Andreas

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Inter-order relations between equivalence for Lp-quantiles of the Student's t distribution von Bignozzi, Valeria, Merlo, Luca, Petrella, Lea

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Inter-order relations between equivalence for L-quantiles of the Student's t distribution von Bignozzi, Valeria, Merlo, Luca, Petrella, Lea

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Risk Measures Based on Benchmark Loss Distributions von Bignozzi, Valeria, Burzoni, Matteo, Munari, Cosimo

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Conditional expectiles, time consistency and mixture convexity properties von Bellini, Fabio, Bignozzi, Valeria, Puccetti, Giovanni

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INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH von Barigou, Karim, Bignozzi, Valeria, Tsanakas, Andreas

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Robust and Pareto optimality of insurance contracts von Asimit, Alexandru V., Bignozzi, Valeria, Cheung, Ka Chun, Hu, Junlei, Kim, Eun-Seok

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Studying mixability with supermodular aggregating functions von Bignozzi, Valeria, Puccetti, Giovanni

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Large deviations for risk measures in finite mixture models von Bignozzi, Valeria, Macci, Claudio, Petrella, Lea

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Risk measures with the CxLS property von Delbaen, Freddy, Bellini, Fabio, Bignozzi, Valeria, Ziegel, Johanna F.

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On the Lp-quantiles for the Student t distribution von Bernardi, Mauro, Bignozzi, Valeria, Petrella, Lea

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On the L p -quantiles for the Student t distribution von Bernardi, Mauro, Bignozzi, Valeria, Petrella, Lea

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Reducing model risk via positive and negative dependence assumptions von Bignozzi, Valeria, Puccetti, Giovanni, Rüschendorf, Ludger

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How Superadditive Can a Risk Measure Be? von Wang, Ruodu, Bignozzi, Valeria, Tsanakas, Andreas

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Diversification limit of quantiles under dependence uncertainty von Bignozzi, Valeria, Mao, Tiantian, Wang, Bin, Wang, Ruodu

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Inter-order relations between moments of a Student $t$ distribution, with an application to $L_p$-quantiles von Bignozzi, Valeria, Merlo, Luca, Petrella, Lea

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Insurance valuation: A two-step generalised regression approach von Barigou, Karim, Bignozzi, Valeria, Tsanakas, Andreas

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Inter-order relations between moments of a Student \(t\) distribution, with an application to \(L_p\)-quantiles von Bignozzi, Valeria, Merlo, Luca, Petrella, Lea

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Large deviations for risk measures in finite mixture models von Bignozzi, Valeria, Macci, Claudio, Petrella, Lea

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