E-LIB Suche - Ergebnisse für: Bellini, Fabio

1

Editorial for the Special Issue "Neutrinoless Double Beta D..:

Bellini, Fabio ; Tomei, Claudia
Universe. 8 (2022) 11 - p. 606 , 2022

Link: https://doi.org/10.3390/..

2

Short Communication: An Axiomatization of $\Lambda$-Quantil..:

Bellini, Fabio ; Peri, Ilaria
SIAM Journal on Financial Mathematics. 13 (2022) 1 - p. SC26-SC38 , 2022

Link: https://doi.org/10.1137/..

3

Parametric measures of variability induced by risk measures:

Bellini, Fabio ; Fadina, Tolulope ; Wang, Ruodu.
Insurance: Mathematics and Economics. 106 (2022) - p. 270-284 , 2022

Link: https://doi.org/10.1016/..

4

Law-Invariant Functionals on General Spaces of Random Varia..:

Bellini, Fabio ; Koch-Medina, Pablo ; Munari, Cosimo.
SIAM Journal on Financial Mathematics. 12 (2021) 1 - p. 318-341 , 2021

Link: https://doi.org/10.1137/..

5

Risk parity with expectiles:

Bellini, Fabio ; Cesarone, Francesco ; Colombo, Christian.
European Journal of Operational Research. 291 (2021) 3 - p. 1149-1163 , 2021

Link: https://doi.org/10.1016/..

6

Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk..:

Bellini, Fabio ; Laeven, Roger J.A. ; Rosazza Gianin, Emanuela
European Journal of Operational Research. 291 (2021) 2 - p. 438-446 , 2021

Link: https://doi.org/10.1016/..

7

Implicit quantiles and expectiles:

Bellini, Fabio ; Rroji, Edit ; Sala, Carlo
Annals of Operations Research. 313 (2021) 2 - p. 733-753 , 2021

Link: https://doi.org/10.1007/..

8

Law-invariant functionals that collapse to the mean:

Bellini, Fabio ; Koch-Medina, Pablo ; Munari, Cosimo.
Insurance: Mathematics and Economics. 98 (2021) - p. 83-91 , 2021

Link: https://doi.org/10.1016/..

9

On the dependence structure between S&P500, VIX and implici..:

Bellini, Fabio ; Mercuri, Lorenzo ; Rroji, Edit
Quantitative Finance. 20 (2020) 11 - p. 1839-1848 , 2020

Link: https://doi.org/10.1080/..

10

Results from the Cuore Experiment †:

Caminata, Alessio ; Adams, Douglas ; Alduino, Chris...
Universe. 5 (2019) 1 - p. 10 , 2019

Link: https://doi.org/10.3390/..

11

Result on the Neutrinoless Double Beta Decay Search of 82Se..:

Bellini, Fabio ; Azzolini, Oscar ; Teresa Barrera, Maria...
Universe. 5 (2018) 1 - p. 2 , 2018

Link: https://doi.org/10.3390/..

12

Conditional expectiles, time consistency and mixture convex..:

Bellini, Fabio ; Bignozzi, Valeria ; Puccetti, Giovanni
Insurance: Mathematics and Economics. 82 (2018) - p. 117-123 , 2018

Link: https://doi.org/10.1016/..

13

Backtesting VaR and expectiles with realized scores:

Bellini, Fabio ; Negri, Ilia ; Pyatkova, Mariya
Statistical Methods & Applications. 28 (2018) 1 - p. 119-142 , 2018

Link: https://doi.org/10.1007/..

14

Implicit expectiles and measures of implied volatility:

Bellini, Fabio ; Mercuri, Lorenzo ; Rroji, Edit
Quantitative Finance. 18 (2018) 11 - p. 1851-1864 , 2018

Link: https://doi.org/10.1080/..

15

Benchmarking Geant4 hadronic models for prompt‐γ monitoring..:

Vanstalle, Marie ; Mattei, Ilaria ; Sarti, Alessio...
Medical Physics. 44 (2017) 8 - p. 4276-4286 , 2017

Link: https://doi.org/10.1002/..