BELLINI FABIO
- U02, Piano: 3, Stanza: 3020
Mercoledì ore 13.30, nella stanza 4124 al IV piano dell'edificio U7 oppure in webex sulla pagina
Pubblicazioni
Bellini, F., Rroji, E., Sala, C. (2022). Implicit quantiles and expectiles. ANNALS OF OPERATIONS RESEARCH, 313(2), 733-753 [10.1007/s10479-021-04054-8]. Dettaglio
Bellini, F., Fadina, T., Wang, R., Wei, Y. (2022). Parametric measures of variability induced by risk measures. INSURANCE MATHEMATICS & ECONOMICS, 106(September 2022), 270-284 [10.1016/j.insmatheco.2022.07.009]. Dettaglio
Bellini, F., Peri, I. (2022). An Axiomatization of $Lambda$-Quantiles. SIAM JOURNAL ON FINANCIAL MATHEMATICS, 13(1), SC26-SC38 [10.1137/21M1444278]. Dettaglio
Bellini, F., Laeven, R., Rosazza Gianin, E. (2021). Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 291(2 (1 June 2021)), 438-446 [10.1016/j.ejor.2019.08.049]. Dettaglio
Bellini, F., Koch-Medina, P., Munari, C., Svindland, G. (2021). Law-Invariant Functionals on General Spaces of Random Variables. SIAM JOURNAL ON FINANCIAL MATHEMATICS, 12(1 (4 March 2021)), 318-341 [10.1137/20M1341258]. Dettaglio
Premi e responsabilità scientifiche
Comitati editoriali
- Associate Editor di rivista o collana editoriale - INSURANCE MATHEMATICS & ECONOMICS, 2018
Congressi/Convegni
- Program chair - AMASES 2023(Italia), 2023
- Program chair - Quantitative Finance Workshop 2017(Italia), 2017
- Program chair - Dependence and Risk Measures 2015(Italia), 2015