2 papers
q-fin.RM2026
Robust quasi-convex risk measures and applications
Francesca Centrone, Asmerilda Hitaj, Elisa Mastrogiacomo +1
This paper develops a unified framework for the robustification of risk measures beyond the classical convex and cash-additive setting. We consider general risk measures on Lp spac…
math.FA2012
The Burkill-Cesari integral as a semivalue on subspaces of AC
Francesca Centrone, Anna Martellotti
We prove the simmetry of the Burkill-Cesari integral and discuss its continuity with respect to both the norm of Aumann and Shapley and to the Lipschitz norm. As a consequenc…