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~person:"Rosazza Gianin, Emanuela"
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Measurement
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Rosazza Gianin, Emanuela
Chao, Chi-Chur
21
Yu, Eden S. H.
20
Righi, Marcelo Brutti
15
Cadot, Olivier
14
Pichler, Alois
11
Shapiro, Alexander
11
Brandtner, Mario
9
Ghodsi, Mahdi
9
Gourdon, Julien
9
Munari, Cosimo-Andrea
8
Furceri, Davide
7
Nicita, Alessandro
7
Ostry, Jonathan David
7
Wang, Ruodu
7
Bellini, Fabio
6
Boone, Jan
6
Disdier, Anne-Célia
6
Fontagné, Lionel
6
Francois, Joseph F.
6
Ghossoub, Mario
6
Koch Medina, Pablo
6
Kürsten, Wolfgang
6
Müller, Fernanda Maria
6
Rudloff, Birgit
6
Svindland, Gregor
6
Zenou, Yves
6
Baird, Kevin
5
Brazier, John
5
Centrone, Francesca
5
Chang, Chia-Lin
5
Cossette, Hélène
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Deb, Pragyan
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Farkas, Walter
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Feng, Runhuan
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Hoekman, Bernard M.
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Hu, Yijun
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Jones, Benjamin A.
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European journal of operational research : EJOR
2
Mathematics and financial economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
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1
Insurance: Mathematics and Economics
1
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1
Time-consistency of risk
measures
: how strong is such a property?
Mastrogiacomo, Elisa
;
Rosazza Gianin, Emanuela
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 287-317
Persistent link: https://www.econbiz.de/10012065238
Saved in:
2
Capital allocation for set-valued risk
measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
3
Capital allocation rules and acceptance sets
Canna, Gabriele
;
Centrone, Francesca
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 759-781
Persistent link: https://www.econbiz.de/10012321876
Saved in:
4
Haezendonck-Goovaerts capital allocation rules
Canna, Gabriele
;
Centrone, Francesca
;
Rosazza Gianin, …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 173-185
Persistent link: https://www.econbiz.de/10012793922
Saved in:
5
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk
measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 438-446
Persistent link: https://www.econbiz.de/10012495322
Saved in:
6
Capital allocation à la Aumann-Shapley for non-differentiable risk
measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
European journal of operational research : EJOR
267
(
2018
)
2
,
pp. 667-675
Persistent link: https://www.econbiz.de/10011812548
Saved in:
7
Robust return risk
measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011963258
Saved in:
8
Haezendonck–Goovaerts risk
measures
and Orlicz quantiles
Bellini, Fabio
;
Rosazza Gianin, Emanuela
- In:
Insurance: Mathematics and Economics
51
(
2012
)
1
,
pp. 107-114
In this paper, we study the well-known Haezendonck–Goovaerts risk
measures
on their natural domain, that is on Orlicz …
Persistent link: https://www.econbiz.de/10011046606
Saved in:
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