Robust distortion risk measures von Bernard, Carole, Pesenti, Silvana M., Vanduffel, Steven

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Sensitivity measures based on scoring functions von Fissler, Tobias, Pesenti, Silvana M.

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Cascade Sensitivity Measures von Pesenti, Silvana M., Millossovich, Pietro, Tsanakas, Andreas

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Reverse sensitivity testing: What does it take to break the model? von Pesenti, Silvana M., Millossovich, Pietro, Tsanakas, Andreas

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Stressing dynamic loss models von Kroell, Emma, Pesenti, Silvana M., Jaimungal, Sebastian

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Reverse Sensitivity Analysis for Risk Modelling von Pesenti, Silvana M.

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Risk budgeting portfolios from simulations von da Costa, B. Freitas Paulo, Pesenti, Silvana M., Targino, Rodrigo S.

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Euler allocations in the presence of non-linear reinsurance: Comment on Major (2018) von Pesenti, Silvana M., Tsanakas, Andreas, Millossovich, Pietro

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Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis von Pesenti, Silvana M., Bettini, Alberto, Millossovich, Pietro, Tsanakas, Andreas

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Optimal transport divergences induced by scoring functions von Pesenti, Silvana M., Vanduffel, Steven

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Differential quantile-based sensitivity in discontinuous models von Pesenti, Silvana M., Millossovich, Pietro, Tsanakas, Andreas

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Robustness regions for measures of risk aggregation von Pesenti, Silvana M., Millossovich, Pietro, Tsanakas, Andreas

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Optimizing distortion riskmetrics with distributional uncertainty von Pesenti, Silvana M., Wang, Qiuqi, Wang, Ruodu

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Portfolio Optimization within a Wasserstein Ball von Pesenti, Silvana M., Jaimungal, Sebastian

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Uncertainty Propagation and Dynamic Robust Risk Measures von Moresco, Marlon R., Mailhot, Mélina, Pesenti, Silvana M.

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Risk Budgeting Allocation for Dynamic Risk Measures von Pesenti, Silvana M., Jaimungal, Sebastian, Saporito, Yuri F., Targino, Rodrigo S.

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Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes von Jaimungal, Sebastian, Pesenti, Silvana M., Sánchez-Betancourt, Leandro

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Robust Risk-Aware Reinforcement Learning von Jaimungal, Sebastian, Pesenti, Silvana M., Wang, Ye Sheng, Tatsat, Hariom

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Kullback-Leibler Barycentre of Stochastic Processes von Jaimungal, Sebastian, Pesenti, Silvana M

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Optimal Transport Divergences induced by Scoring Functions von Pesenti, Silvana M, Vanduffel, Steven

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