On Elicitable risk measures F Bellini, V Bignozzi
Quant. Finance 15 (5), 725-733, 2015
243 2015 Robust and Pareto optimality of insurance contracts AV Asimit, V Bignozzi, KC Cheung, J Hu, ES Kim
European Journal of Operational Research 262 (2), 720-732, 2017
73 2017 Risk measures with the CxLS property F Delbaen, F Bellini, V Bignozzi, JF Ziegel
To appear in Finance and Stochastics. ArXiv preprint arXiv:1411.0426, 2014
63 2014 Reducing model risk via positive and negative dependence assumptions V Bignozzi, G Puccetti, L Rüschendorf
Insurance: Mathematics and Economics 61, 17-26, 2015
47 2015 Parameter uncertainty and residual estimation risk V Bignozzi, A Tsanakas
This is a preprint of an article accepted for publication in the Journal of …, 2014
46 2014 Risk measures based on benchmark loss distributions V Bignozzi, M Burzoni, C Munari
Journal of Risk and Insurance 87 (2), 437-475, 2020
29 2020 How superadditive can a risk measure be? R Wang, V Bignozzi, A Tsanakas
SIAM J. Finan. Math. 6 (1), 776–803, 2015
29 2015 Conditional expectiles, time consistency and mixture convexity properties F Bellini, V Bignozzi, G Puccetti
Insurance: Mathematics and Economics 82, 117-123, 2018
24 2018 Model uncertainty in risk capital measurement V Bignozzi, A Tsanakas
To appear in The Journal of Risk. Available at SSRN 2334797, 2013
21 2013 Insurance valuation: A two-step generalised regression approach K Barigou, V Bignozzi, A Tsanakas
ASTIN Bulletin: The Journal of the IAA 52 (1), 211-245, 2022
14 2022 Diversification limit of quantiles under dependence uncertainty V Bignozzi, T Mao, B Wang, R Wang
Extremes 19, 143-170, 2016
10 2016 Studying mixability with supermodular aggregating functions V Bignozzi, G Puccetti
Statistics & Probability Letters 100, 48-55, 2015
8 2015 On the Lp-quantiles for the Student t distribution M Bernardi, V Bignozzi, L Petrella
Statistics & Probability Letters 128, 77-83, 2017
6 2017 Risk measures with convex level sets F Delbaen, F Bellini, V Bignozzi, J Ziegel
Finance and Stochastics 20 (2), 433-453, 2016
5 2016 Large deviations for method-of-quantiles estimators of one-dimensional parameters V Bignozzi, C Macci, L Petrella
Communications in Statistics-Theory and Methods 49 (5), 1132-1157, 2020
3 2020 Large deviations for risk measures in finite mixture models V Bignozzi, C Macci, L Petrella
Insurance: Mathematics and Economics 80, 84-92, 2018
2 2018 Characterization and construction of sequentially consistent risk measures V Bignozzi, A Tsanakas
SSRN, 2013
2 2013 Bayesian inference for Lp–quantile regression models M Bernardi, V Bignozzi, L Petrella
Proceedings of the XLVIII Scientific Meeting of the Italian Statistical …, 2016
1 2016 Inter-order relations between equivalence for Lp-quantiles of the Student's t distribution V Bignozzi, L Merlo, L Petrella
Insurance: Mathematics and Economics 116, 44-50, 2024
2024 Inter-order relations between moments of a Student V Bignozzi, L Merlo, L Petrella
arXiv preprint arXiv:2209.12855, 2022
2022 
Andreas TsanakasProfessor of Risk Management, Bayes Business School, City, University of LondonEmail verificata su city.ac.uk
