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researcher

V. Bignozzi

6 papers hereh-index 11581 citations28 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author3

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.RM3
  • math.ST2
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20142022
most citedInsurance valuation: A two-step generalised regression approach

13 citations · 15 across the 4 of their papers we have counts for

collaborators
Showing 2016 · stat.MEShow all

1 paper · 2 filters

stat.ME2016

On the Lp-quantiles for the Student t distribution

Mauro Bernardi, Valeria Bignozzi, Lea Petrella

L_p-quantiles represent an important class of generalised quantiles and are defined as the minimisers of an expected asymmetric power function, see Chen (1996). For p=1 and p=2 the…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.