Concepedia

Ilaria Peri

IP

Statistics

Publications

4

Citations

98

H-Index

4

Active since

2013

Affiliations

Birkbeck, University of London(Current)

University of Milano-Bicocca

Ilaria Peri is an author at Birkbeck, University of London specializing in statistics, probability theory, and financial risk management.

Top concepts

StatisticsManagementProbabilityFinancial RiskRisk ManagementFinancial Risk ManagementFinanceBusinessEngineeringRisk Analysis

Publications per year

2013–2022

4

Publications

4

RISK MEASURES ON AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION

Marco Frittelli, Marco Maggis, Ilaria Peri · Mathematical Finance · 2013 · 51 citations · Full text

Engineering, Financial Risk Management, Classical Notion +18

On the properties of the Lambda value at risk: robustness, elicitability and consistency

Matteo Burzoni, Ilaria Peri, Chiara Maria Ruffo · Quantitative Finance · 2017 · 24 citations

Risk Model Validation, Financial Risk Management, Risk Metric +25

Short Communication: An Axiomatization of $\Lambda$-Quantiles

Fabio Bellini, Ilaria Peri · SIAM Journal on Financial Mathematics · 2022 · 12 citations

Measure Theory, Generalized Quantiles, Engineering +13

Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk

Asmerilda Hitaj, Cesário Mateus, Ilaria Peri · Risks · 2018 · 11 citations · Full text

Empirical Finance, Financial Risk Management, Risk Metric +20

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