Some publications

 

 

      • What do distortion risk measures tell us on excess of loss reinsurance with reinstatements?. Mathematical and Statistical Methods in Insurance and Finance, (M.Corazza, C.Pizzi eds.), Milano, Springer-Verlag,  2010, 53-62, ISBN 978-88-470-1480-0, (with A.Campana). Previously published in Research Papers in Economics  (RePEc), Working Paper n.175/2008, ISSN: 1828-6887.
      • Time, utility, risk: size-of-risk attitude and distinct decision makers. Social Science Research Network (SSRN  Archive), 2009, ID 1515337.
      • Time, utility, risk aversion: how important is the role played by the Decision Maker?. 2010. Accepted for publication.
      • Have your cake and eat it. How is it possible to detect optimal random audit schemes? Minimum expected cost due to audits and failure. Social Science Research Network (SSRN  Archive), 2008, ID1308883.
      • Temporal risk aversion: what determines the attitude of the decision maker? The case of the buyer decision maker. Social Science Research Network (SSRN  Archive), 2008, ID1306283.
      • Understanding and measuring bivariate risk attitude: what can we learn from concordance?. Journal of Statistics & Management Systems, 10, 6, 2007, 803-816, ISSN 0972-0510, previously published in Social Science Research Network (SSRN  Archive),  ID947799, (with M. Cardin).
      • Bounds for Concave Distortion Risk Measures for Sums of  Risks. Mathematical and Statistical Methods in Insurance and Finance, (C.Perna, M.Sibillo eds.), Milano, Springer-Verlag,  2007, 43-51, ISBN 978-88-470-0703-1, (with A.Campana), previously published as On Bounds for Concave Distortion Risk Measures for Sums of  Risks, 2006. Working Paper n.146/2006, ISSN: 1828-6887.
      • On distortion risk measures for sums of discrete and identically distributed risks, Giornale dell’Istituto Italiano degli Attuari, LXVIII, 2006, 89-104, ISSN: 0021-2482, (with A.Campana).
      • Distortion Risk Measures and Discrete Risks, 2005. Economics Working Paper Archive (EconWPA), ewp-game/0510013, (with A.Campana).
      • Bivariate risk aversion and concordance aversion: similarities and differences, Rendiconti per gli Studi Economici Quantitativi, 2004, 27-35, ISBN 88-88037-10-1, ISSN 1591-9773, (with M. Cardin).
      • Some theory of bivariate risk attitude, 2004. Economics Working Paper Archive (EconWPA), ewp-game/0411009, (with M. Cardin).
      • On multivariate risk aversion, Quaderno n.113 del Dipartimento di Matematica Applicata, 2002, (with M.Cardin).
      • Comparing bivariate risks: measures of dependence, concordance, diversification, Rendiconti per gli Studi Economici
      • Quantitativi, 2002, 61-73, ISBN 88-88037-09-8, ISSN 1591-9773, (with M.Cardin).
      • On multivariate m-concordance, Quaderno n.101 del Dipartimento di Matematica Applicata, 2001, (with M.Cardin).
      • Dual relationships on preordered topological space, Quaderno n.86 del Dipartimento di Matematica Applicata, 2000, (with M.Cardin).
      • On the use of capacities in representing premium calculation principles, Decisions in Economics and Finance, 24, 1, 2001, 71-77, ISSN 1127-1035(200105)24, (with M.Cardin).
      • Duality relationships on preordered topological spaces: the case of maximal preorders, Rendiconti per gli Studi Economici Quantitativi, 2000, 40-50, ISBN 88-88037-02-2, ISSN 1591-9773,  (with M.Cardin).
      • On convex functions of higher order, in Generalized Convexity and Optimization for Economic and Financial Decisions, (G. Giorgi, F. Rossi eds.), Bologna, Pitagora, 1999, 95-109, ISBN 88-371-1086-3, (with M. Cardin).
      • Premium calculation and ordering of risks by generalizing the stop-loss transform. Rendiconti per gli Studi Economici Quantitativi. 1999, 73-91, ISSN 1591-9773. ISBN 88-88037-01-2. , (with M. Cardin).
      • Atteggiamento verso il rischio e ricchezza iniziale aleatoria, Rendiconti per gli Studi Economici e Quantitativi, 33, 1996, 115-136, ISSN 1591-9773.
      • Linear Poisson Checking Schedules, Rivista di Matematica Pura e Applicata (actually,  Italian Journal of Pure and Applied Mathematics), 16, 1995, 83-97, ISBN: ISSN 1126-8042, (with B. Viscolani).
      • Integral representation of preference relations by non additive measure, in Scalar and Vector Optimization in Economic and Financial Problems, (E. Castagnoli, G. Giorgi eds.), Milano, Egea, 1995, 51-63, (with M. Cardin).
      • Sulla rappresentazione di una relazione attraverso una misura, Rendiconti del Comitato per gli Studi Economici, 32, 1994, 73-85, ISSN 1591-9781, (with M. Cardin).
      • Generalized concavity related to a fixed point, in Optimization of Generalized Convex Problems, (P. Mazzoleni ed.), 1994, 135-152,  (with M. Cardin).
      • Stoch returns: an analysis of the italian market with GARCH models", in  Operations Research Models in Quantitative Finance, (R.L. D'Ecclesia, S.A. Zenios eds.), Physica-Verlag, 1994, 187-209 (with A. Basso).
      • Su  una  classe  di  funzioni  di utilità concave generalizzate, Rendiconti  del  Comitato per gli Studi Economici, 30-31, 1991, 135-144, ISSN 1591-9781 (with M. Cardin).
      • Tornei   misti   con   vincoli incrociati, Rendiconti del Comitato per gli studi e per la programmazione economica, 28, 1990, 33-45, ISSN 1591-979X, (with A. Basso).