42 citations · 54 across the 26 of their papers we have counts for
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stat.AP2025
Distributional regression for seasonal data: an application to river flows
Samuel Perreault, Silvana M. Pesenti, Daniyal Shahzad
Risk assessment in casualty insurance, such as flood risk, traditionally relies on extreme-value methods that emphasizes rare events. These approaches are well-suited for character…
stat.AP2022★ 42 cited
Sensitivity Measures Based on Scoring Functions
Tobias Fissler, Silvana M. Pesenti
We propose a holistic framework for constructing sensitivity measures for any elicitable functional of a response variable. The sensitivity measures, termed score-based sensiti…