Items where City Author is "Pesenti, Silvana"
Article
Pesenti, S. M., Millossovich, P. 
ORCID: 0000-0001-8269-7507 & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2021).
Cascade sensitivity measures.
Risk Analysis: an international journal, 41(12),
pp. 2392-2414.
doi: 10.1111/risa.13758
Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2019).
Reverse sensitivity testing: What does it take to break the model?.
European Journal of Operational Research, 274(2),
pp. 654-670.
doi: 10.1016/j.ejor.2018.10.003
Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & 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, 83,
pp. 29-31.
doi: 10.1016/j.insmatheco.2018.09.001
Working Paper
Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & 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. & Tsanakas, A. (2018). Reverse sensitivity testing: What does it take to break the model?. .