Valeria Bignozzi - Concepedia

Author

Valeria Bignozzi

University of Milano-Bicocca ORCID

Also Known As

Bignozzi Valeria, Bignozzi, Valeria, Valeria Bignozzi, Valeria, Bignozzi

Publications

647

Citations

H-Index

Concepts

All Affiliations

University of Milano-Bicocca City, University of London ETH Zurich University of Florence University of Freiburg

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	6	6	243
2	Finance	6	6	243
3	Management	4	4	205
4	Economics	4	4	182
5	Engineering	3	3	134

Valeria Bignozzi

Publications

597

Citations

H-Index

Page 1

	Year	Citations
On elicitable risk measures Fabio Bellini, Valeria Bignozzi Quantitative Finance	2015	201
Robust and Pareto optimality of insurance contracts Alexandru V. Asimit, Valeria Bignozzi, Ka Chun Cheung, European Journal of Operational Research Mathematical ProgrammingEconomicsPortfolio OptimizationMechanism DesignOptimal Insurance Problem	2017	75
Risk measures with the CxLS property Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Finance and Stochastics EngineeringFinancial Risk ManagementUncertainty QuantificationRisk MeasuresRisk Management	2015	69
Parameter Uncertainty and Residual Estimation Risk Valeria Bignozzi, Andreas Tsanakas Journal of Risk & Insurance Parameter EstimationEngineeringRisk MetricCost Of CapitalRisk Analysis	2015	43
Reducing model risk via positive and negative dependence assumptions Valeria Bignozzi, Giovanni Puccetti, Ludger Rüschendorf Insurance Mathematics and Economics EconomicsRisk Model ValidationUncertainty QuantificationRisk ManagementBusiness	2014	43
How Superadditive Can a Risk Measure Be? Ruodu Wang, Valeria Bignozzi, Andreas Tsanakas SIAM Journal on Financial Mathematics Portfolio OptimizationRisk Measure BeAsset PricingPortfolio RiskPortfolio Allocation	2015	33
Risk Measures Based on Benchmark Loss Distributions Valeria Bignozzi, Matteo Burzoni, Cosimo Munari Journal of Risk & Insurance Financial Risk ManagementRare Event EstimationRisk MetricPortfolio ManagementRisk Analysis	2019	28
Elicitable Risk Measures Fabio Bellini, Valeria Bignozzi SSRN Electronic Journal	2013	23
Conditional expectiles, time consistency and mixture convexity properties Fabio Bellini, Valeria Bignozzi, Giovanni Puccetti Insurance Mathematics and Economics Mixture DistributionEngineeringMixture AnalysisTime ConsistencyStatistical Inference	2018	22
Reducing Model Risk via Positive and Negative Dependence Assumptions Valeria Bignozzi, Giovanni Puccetti, Ludger Rüschendorf SSRN Electronic Journal EconomicsRisk Model ValidationUncertainty QuantificationRisk ManagementBusiness	2014	21

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