On Elicitable risk measures F Bellini, V Bignozzi
Quant. Finance 15 (5), 725-733, 2015
200 2015 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
57 2014 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
54 2017 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
43 2014 Reducing model risk via positive and negative dependence assumptions V Bignozzi, G Puccetti, L Rüschendorf
Insurance: Mathematics and Economics 61, 17-26, 2015
41 2015 How superadditive can a risk measure be? R Wang, V Bignozzi, A Tsanakas
SIAM J. Finan. Math. 6 (1), 776–803, 2015
27 2015 Risk measures based on benchmark loss distributions V Bignozzi, M Burzoni, C Munari
Journal of Risk and Insurance 87 (2), 437-475, 2020
20 2020 Conditional expectiles, time consistency and mixture convexity properties F Bellini, V Bignozzi, G Puccetti
Insurance: Mathematics and Economics 82, 117-123, 2018
19 2018 Model uncertainty in risk capital measurement V Bignozzi, A Tsanakas
To appear in The Journal of Risk. Available at SSRN 2334797, 2013
19 2013 Diversification limit of quantiles under dependence uncertainty V Bignozzi, T Mao, B Wang, R Wang
Extremes. Statistical Theory and Applications in Science, Engineering and …, 2016
8 2016 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
7 2022 On the Lp-quantiles for the Student t distribution M Bernardi, V Bignozzi, L Petrella
Statistics & Probability Letters 128, 77-83, 2017
5 2017 Studying mixability with supermodular aggregating functions V Bignozzi, G Puccetti
Statistics & Probability Letters 100, 48-55, 2015
5 2015 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 Characterization and construction of sequentially consistent risk measures V Bignozzi, A Tsanakas
Available at SSRN 2335046, 2012
2 2012 Large deviations for risk measures in finite mixture models V Bignozzi, C Macci, L Petrella
Insurance: Mathematics and Economics 80, 84-92, 2018
1 2018 Inter-order relations between moments of a Student V Bignozzi, L Merlo, L Petrella
arXiv preprint arXiv:2209.12855, 2022
2022 Acknowledgement to Reviewers of Risks in 2016 KK Aase, MEK Agoraki, H Albrecher, J Allen, J Alonso-García, ...
2017 On elicitable risk measures V Bignozzi
Agenda, 2016
2016 Bayesian inference for Lp–quantile regression models M Bernardi, V Bignozzi, L Petrella
Proceedings of the XLVIII Scientific Meeting of the Italian Statistical …, 2016
2016 
Andreas TsanakasProfessor of Risk Management, Bayes Business School, City, University of LondonEmail verificata su city.ac.uk
