BIGNOZZI VALERIA

Ruolo:

Ricercatore a tempo determinato

Settore scientifico disciplinare:

METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE (SECS-S/06)

Afferenza:

E-mail:

Telefono:

0264483177

Stanza:

U07, Piano: P04, Stanza: 4131
Via Bicocca degli Arcimboldi, 8 - 20126 MILANO

Bignozzi, V., Burzoni, M., & Munari, C. (2019). Risk Measures Based on Benchmark Loss Distributions. JOURNAL OF RISK AND INSURANCE. Dettaglio
Bignozzi, V., Macci, C., & Petrella, L. (2018). Large deviations for risk measures in finite mixture models. INSURANCE MATHEMATICS & ECONOMICS, 80, 84-92. Dettaglio
Bellini, F., Bignozzi, V., & Puccetti, G. (2018). Conditional expectiles, time consistency and mixture convexity properties. INSURANCE MATHEMATICS & ECONOMICS, 82, 117-123. Dettaglio
Bignozzi, V., Macci, C., & Petrella, L. (2018). Large deviations for method-of-quantiles estimators of one-dimensional parameters. COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, 1-26. Dettaglio
Asimit, A., Bignozzi, V., Cheung, K., Hu, J., & Kim, E. (2017). Robust and Pareto optimality of insurance contracts. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 262(2), 720-732. Dettaglio

Futuri studenti