Concepedia

Valeria Bignozzi

VB

13

Publications

597

Citations

12

H-Index

2013

Active since

Affiliations

University of Milano-Bicocca(Current)

City, University of London

University of Florence

University of Freiburg

Valeria Bignozzi is an author at University of Milano-Bicocca specializing in risk management, business, and finance.

Top concepts

Risk ManagementFinanceBusinessStatisticsEconomicsManagementUncertainty QuantificationEngineeringProbabilityRisk Analysis

Publications per year

2013–2021

13

Publications

13

On elicitable risk measures

Fabio Bellini, Valeria Bignozzi · Quantitative Finance · 2015 · 201 citations

Robust and Pareto optimality of insurance contracts

Alexandru V. Asimit, Valeria Bignozzi, Ka Chun Cheung et al. · European Journal of Operational Research · 2017 · 75 citations · Full text

Mathematical Programming, Economics, Portfolio Optimization +14

Risk measures with the CxLS property

Freddy Delbaen, Fabio Bellini, Valeria Bignozzi et al. · Finance and Stochastics · 2015 · 69 citations

Engineering, Financial Risk Management, Uncertainty Quantification +8

Parameter Uncertainty and Residual Estimation Risk

Valeria Bignozzi, Andreas Tsanakas · Journal of Risk & Insurance · 2015 · 43 citations

Parameter Estimation, Engineering, Risk Metric +19

Reducing model risk via positive and negative dependence assumptions

Valeria Bignozzi, Giovanni Puccetti, Ludger Rüschendorf · Insurance Mathematics and Economics · 2014 · 43 citations

Economics, Risk Model Validation, Uncertainty Quantification +6

Rows per page

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