BIGNOZZI VALERIA

Ruolo: 
Professore associato
Settore scientifico disciplinare: 
METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE (SECS-S/06)
Telefono: 
0264483177
Stanza: 
U07, Piano: P04, Stanza: 4131
Via Bicocca degli Arcimboldi, 8 - 20126 MILANO

Pubblicazioni

  • 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. (2019). Risk Measures Based on Benchmark Loss Distributions. JOURNAL OF RISK AND INSURANCE. 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 risk measures in finite mixture models. INSURANCE MATHEMATICS & ECONOMICS, 80, 84-92. Dettaglio
  • Bernardi, M., Bignozzi, V., & Petrella, L. (2017). On the L p -quantiles for the Student t distribution. STATISTICS & PROBABILITY LETTERS, 128, 77-83. Dettaglio