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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 2022Show all

1 paper · 1 filter

math.ST2022

Inter-order relations between moments of a Student t distribution, with an application to Lp​-quantiles

Valeria Bignozzi, Luca Merlo, Lea Petrella

This paper introduces inter-order formulas for partial and complete moments of a Student t distribution with n degrees of freedom. We show how the partial moment of order $n -…

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