| On Elicitable risk measures F Bellini, V Bignozzi Quant. Finance 15 (5), 725-733, 2015 | 230 | 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 | 67 | 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 | 62 | 2014 |
| Reducing model risk via positive and negative dependence assumptions V Bignozzi, G Puccetti, L Rüschendorf Insurance: Mathematics and Economics 61, 17-26, 2015 | 46 | 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 | 44 | 2014 |
| How superadditive can a risk measure be? R Wang, V Bignozzi, A Tsanakas SIAM J. Finan. Math. 6 (1), 776–803, 2015 | 29 | 2015 |
| Risk measures based on benchmark loss distributions V Bignozzi, M Burzoni, C Munari Journal of Risk and Insurance 87 (2), 437-475, 2020 | 26 | 2020 |
| Conditional expectiles, time consistency and mixture convexity properties F Bellini, V Bignozzi, G Puccetti Insurance: Mathematics and Economics 82, 117-123, 2018 | 23 | 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 | 13 | 2022 |
| Diversification limit of quantiles under dependence uncertainty V Bignozzi, T Mao, B Wang, R Wang Extremes 19, 143-170, 2016 | 9 | 2016 |
| Studying mixability with supermodular aggregating functions V Bignozzi, G Puccetti Statistics & Probability Letters 100, 48-55, 2015 | 7 | 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 |
| 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 |
| 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 distribution, with an application to -quantiles V Bignozzi, L Merlo, L Petrella arXiv preprint arXiv:2209.12855, 2022 | | 2022 |
Andreas TsanakasProfessor of Risk Management, Bayes Business School, City, University of London在 city.ac.uk 的电子邮件经过验证
