BIGNOZZI VALERIA

Ruolo:

Professore associato

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., Macci, C., & Petrella, L. (2020). Large deviations for method-of-quantiles estimators of one-dimensional parameters. COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, 49(5), 1132-1157. Dettaglio
Bignozzi, V., Burzoni, M., & Munari, C. (2020). Risk Measures Based on Benchmark Loss Distributions. JOURNAL OF RISK AND INSURANCE, 87(2), 437-475. 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
Bernardi, M., Bignozzi, V., & Petrella, L. (2017). On the Lp-quantiles for the Student t distribution. STATISTICS & PROBABILITY LETTERS, 128, 77-83. Dettaglio

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