Valeria Bignozzi

Publication Activity (10 Years)

Years Active: 2015-2017
Publications (10 Years): 2

Top Topics

Pareto Optimality

Computational Complexity

Top Venues

Finance Stochastics

SIAM J. Financial Math.

Eur. J. Oper. Res.

Publications

Alexandru V. Asimit, Valeria Bignozzi, Ka Chun Cheung, Junlei Hu, Eun-Seok Kim
Robust and Pareto optimality of insurance contracts. Eur. J. Oper. Res. 262 (2) (2017)
Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Johanna F. Ziegel
Risk measures with the CxLS property. Finance Stochastics 20 (2) (2016)
Ruodu Wang, Valeria Bignozzi, Andreas Tsanakas
How Superadditive Can a Risk Measure Be? SIAM J. Financial Math. 6 (1) (2015)