Silvana M. Pesenti

Available identifiers

zbMath Open pesenti.silvana-mMaRDI QIDQ727665

List of research outcomes

Publication	Date of Publication	Type
Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes	2024-03-26	Paper
Stressing dynamic loss models	2024-02-13	Paper
Portfolio Optimization within a Wasserstein Ball	2023-11-23	Paper
Risk budgeting portfolios from simulations	2023-09-15	Paper
Sensitivity measures based on scoring functions	2023-07-10	Paper
Risk contributions of lambda quantiles*	2022-10-14	Paper
Robust Risk-Aware Reinforcement Learning	2022-03-18	Paper
Reverse sensitivity testing: what does it take to break the model?	2018-12-18	Paper
Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018)	2018-11-19	Paper
Robustness regions for measures of risk aggregation	2016-12-20	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Silvana M. Pesenti