Renato Pelessoni

Personal Details

First Name:	Renato
Middle Name:
Last Name:	Pelessoni
Suffix:
RePEc Short-ID:	ppe30
	[This author has chosen not to make the email address public]
	http://www.units.it/renatop
	Università degli Studi di Trieste Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche "Bruno de Finetti" P.le Europa 1 I-34127 Trieste Italy

Affiliation

Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche
Università degli Studi di Trieste

Trieste, Italy
http://www.deams.units.it/
RePEc:edi:detriit (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Renato Pelessoni & Paolo Vicig, 2003. "Convex Imprecise Previsions for Risk Measurement," Risk and Insurance 0309001, University Library of Munich, Germany.

   Cited by:

   1. Max Nendel, 2021. "Markov chains under nonlinear expectation," Mathematical Finance, Wiley Blackwell, vol. 31(1), pages 474-507, January.
   2. Giannopoulos, Kostas & Tunaru, Radu, 2005. "Coherent risk measures under filtered historical simulation," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 979-996, April.
   3. Nendel, Max, 2019. "On Nonlinear Expectations and Markov Chains under Model Uncertainty," Center for Mathematical Economics Working Papers 628, Center for Mathematical Economics, Bielefeld University.

2. Renato Pelessoni & Paolo Vicig, 2002. "Coherent Risk Measures and Upper Previsions," Risk and Insurance 0201001, University Library of Munich, Germany.

   Cited by:

   1. Kevin Dowd & David Blake, 2006. "After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(2), pages 193-229, June.
   2. Frank Fabozzi & Radu Tunaru, 2006. "On risk management problems related to a coherence property," Quantitative Finance, Taylor & Francis Journals, vol. 6(1), pages 75-81.
   3. Giannopoulos, Kostas & Tunaru, Radu, 2005. "Coherent risk measures under filtered historical simulation," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 979-996, April.

Articles

Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-FIN: Finance (1) 2003-10-05
2. NEP-RMG: Risk Management (1) 2003-10-05

Corrections

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