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Items where Author is "Pesenti, S. M."

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Number of items: 8.

Article

Pesenti, S. M., Bettini, A., Millossovich, P. and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2020). Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis.

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2018). Reverse sensitivity testing: What does it take to break the model?. European Journal of Operational Research, doi: 10.1016/j.ejor.2018.10.003

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2018). Euler allocations in the presence of non-linear reinsurance: comment on Major (2018). Insurance: Mathematics and Economics, doi: 10.1016/j.insmatheco.2018.09.001

Pesenti, S. M., Millossovich, P. and Tsanakas, A. (2016). Robustness Regions for Measures of Risk Aggregation. Dependence Modeling, 4(1), pp. 348-367. doi: 10.1515/demo-2016-0020

Thesis

Pesenti, S. M. (2018). Robustness and sensitivity of risk evaluations. (Unpublished Doctoral thesis, Cass Business School, City, University of London)

Working Paper

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2018). Euler allocations in the presence of non-linear reinsurance: comment on Major (2018). .

Pesenti, S. M., Millossovich, P. and Tsanakas, A. (2018). Reverse sensitivity testing: What does it take to break the model?. .

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 and Tsanakas, A. ORCID: 0000-0003-4552-5532 Cascade Sensitivity Measures. .

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