Similar Search Results

Moment calculations for piecewise-defined functions : an application to stochastic optimization with coherent risk measures

Borgonovo, Emanuele; Peccati, Lorenzo - 2010

Persistent link: https://www.econbiz.de/10003964884

Invariant probabilistic sensitivity analysis

Baucells, Manel; Borgonovo, Emanuele - In: Management science : journal of the Institute for … 59 (2013) 11, pp. 2536-2549

Persistent link: https://www.econbiz.de/10010229344

Risk analysis with contractual default : does covenant breach matter?

Borgonovo, Emanuele; Gatti, Stefano - In: European journal of operational research : EJOR 230 (2013) 2, pp. 431-443

Persistent link: https://www.econbiz.de/10009771822

Composite multilinearity, epistemic uncertainty and risk achievement worth

Borgonovo, Emanuele; Smith, C. L. - In: European journal of operational research : EJOR 222 (2012) 2, pp. 301-311

Persistent link: https://www.econbiz.de/10009570424

Decision analysis under ambiguity

Borgonovo, Emanuele; Marinacci, Massimo - In: European journal of operational research : EJOR 244 (2015) 3, pp. 823-836

Persistent link: https://www.econbiz.de/10011289934

Risk analysis and decision theory : a bridge

Borgonovo, Emanuele; Cappelli, Veronica; Maccheroni, Fabio - In: European journal of operational research : EJOR 264 (2018) 1, pp. 280-293

Persistent link: https://www.econbiz.de/10011801675

Model uncertainty in risk analysis and decision theory : a preliminary investigation

Borgonovo, Emanuele; Cappelli, Veronica; Maccheroni, Fabio - 2016 - This version: November, 2016

Persistent link: https://www.econbiz.de/10011805844

Why insurance regulators need to require sensitivity settings of internal models for their approval

Borgonovo, Emanuele; Clemente, Gian Paolo; Rabitti, Giovanni - In: Finance research letters 60 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014490212

Is mortality or interest rate the most important risk in annuity models? : a comparison of sensitivity analysis methods

Rabitti, Giovanni; Borgonovo, Emanuele - In: Insurance / Mathematics & economics 95 (2020), pp. 48-58

Persistent link: https://www.econbiz.de/10012419238

Uncertainty in Integrated Assessment Modelling : Can Global Sensitivity Analysis Be of Help?

Anderson, Barry; Borgonovo, Emanuele; Galeotti, Marzio; … - 2012

The complexity of integrated assessment models (IAMs) prevents the direct appreciation of the impact of uncertainty on the model predictions. However, for a full understanding and corroboration of model results, analysts might be willing, and ought to identify the model inputs that influence the...

Persistent link: https://www.econbiz.de/10014166039