City Research Online - Items where Author is "Bignozzi, V."

Items where Author is "Bignozzi, V."

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Number of items: 6.

Article

Barigou, K., Bignozzi, V. & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2022). Insurance valuation: A two-step generalised regression approach. Astin Bulletin: The Journal of the ASTIN and AFIR Sections of the International Actuarial Association, 52(1), pp. 211-245. doi: 10.1017/asb.2021.31

Asimit, A.V., Bignozzi, V., Cheung, K. C. , Hu, J. & Kim, E. (2017). Robust and Pareto Optimality of Insurance Contract. European Journal of Operational Research, 262(2), pp. 720-732. doi: 10.1016/j.ejor.2017.04.029

Bignozzi, V. & Tsanakas, A. (2016). Parameter uncertainty and residual estimation risk. Journal of Risk and Insurance, 83(4), pp. 949-978. doi: 10.1111/jori.12075

Bignozzi, V. & Tsanakas, A. (2016). Model uncertainty in risk capital measurement. Journal of Risk, 18(3), pp. 1-24. doi: 10.21314/j0r.2016.326

Wang, R., Bignozzi, V. & Tsanakas, A. (2015). How Superadditive Can a Risk Measure Be?. SIAM Journal on Financial Mathematics, 6(1), pp. 776-803. doi: 10.1137/140981046

Working Paper

Bignozzi, V. & Tsanakas, A. (2013). Characterization and Construction of Sequentially Consistent Risk Measures. SSRN.

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