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Items where Author is "Bignozzi, V."

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Number of items: 6.

Article

Barigou, K., Bignozzi, V. and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2021). Insurance valuation: A two-step generalised regression approach. Astin Bulletin: The Journal of the ASTIN and AFIR Sections of the International Actuarial Association,

Asimit, A.V., Bignozzi, V., Cheung, K. C., Hu, J. and 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. and 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. and Tsanakas, A. (2016). Model uncertainty in risk capital measurement. Journal of Risk, 18(3), pp. 1-24.

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

This list was generated on Tue Nov 30 05:44:03 2021 UTC.