Zobrazeno 1 - 10
of 222
pro vyhledávání: '"Bellini, Fabio"'
We introduce an axiom of disappointment-concordance (disco) aversion for a preference relation over acts in an Anscombe-Aumann setting. This axiom means that the decision maker, facing the sum of two acts, dislikes the situation where both acts reali
Externí odkaz:
http://arxiv.org/abs/2404.17751
Geometrically convex functions constitute an interesting class of functions obtained by replacing the arithmetic mean with the geometric mean in the definition of convexity. As recently suggested, geometric convexity may be a sensible property for fi
Externí odkaz:
http://arxiv.org/abs/2403.06188
Informally, a risk measure is said to be elicitable if there exists a suitable scoring function such that minimizing its expected value recovers the risk measure. In this paper, we analyze the elicitability properties of the class of return risk meas
Externí odkaz:
http://arxiv.org/abs/2302.13070
Esta dissertação trata dos abrigos para usuários em pontos de parada de ônibus na cidade de São Paulo, que são popularmente conhecidos como abrigo de ônibus. Toma como exemplo a produção mais recente no município: os abrigos SP450 e Barbosa
Autor:
Bellini, Fabio, Peri, Ilaria
We give an axiomatic foundation to $\Lambda$-quantiles, a family of generalized quantiles introduced by Frittelli et al. (2014) under the name of Lambda Value at Risk. Under mild assumptions, we show that these functionals are characterized by a prop
Externí odkaz:
http://arxiv.org/abs/2109.02360
We present a general framework for a comparative theory of variability measures, with a particular focus on the recently introduced one-parameter families of inter-Expected Shortfall differences and inter-expectile differences, that are explored in d
Externí odkaz:
http://arxiv.org/abs/2012.05219
We discuss when law-invariant convex functionals "collapse to the mean". More precisely, we show that, in a large class of spaces of random variables and under mild semicontinuity assumptions, the expectation functional is, up to an affine transforma
Externí odkaz:
http://arxiv.org/abs/2009.04144
We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We sometimes obtain
Externí odkaz:
http://arxiv.org/abs/1808.00821
Autor:
Bellini, Fabio
Publikováno v:
Int. J. Mod. Phys. A, 33, 1843003 (2018)
Bolometers are cryogenic calorimeters which feature excellent energy resolution, low energy threshold, high detection efficiency, flexibility in choice of materials, particle identification capability if operated as hybrid devices. After thirty years
Externí odkaz:
http://arxiv.org/abs/1802.04260
Publikováno v:
In Insurance Mathematics and Economics September 2022 106:270-284
