On a robust risk measurement approach for capital determination errors minimization MB Righi, FM Müller, MR Moresco Insurance: Mathematics and Economics 95, 199-211, 2020 | 15 | 2020 |
On the link between monetary and star-shaped risk measures MR Moresco, MB Righi Statistics & Probability Letters 184, 109345, 2022 | 9 | 2022 |
Inf-convolution and optimal risk sharing with countable sets of risk measures MB Righi, MR Moresco Annals of Operations Research 336 (1), 829-860, 2024 | 6* | 2024 |
Minkowski deviation measures M Moresco, M Brutti Righi, E Horta Statistics & Risk Modeling 40 (1-2), 1-19, 2023 | 3 | 2023 |
Uncertainty Propagation and Dynamic Robust Risk Measures M Moresco, M Mailhot, S Pesenti arXiv preprint arXiv:2308.12856, 2023 | 2 | 2023 |
Star-shaped deviations MB Righi, MR Moresco Operations Research Letters 50 (5), 548-554, 2022 | 2 | 2022 |
Impacto da liquidez na rentabilidade: um estudo com as empresas listadas no à ndice de Sustentabilidade Empresarial ISE MR Moresco Observatorio de la Economía Latinoamericana, 2016 | 2 | 2016 |
A note on the induction of comonotonic additive risk measures from acceptance sets SS Santos, MR Moresco, MB Righi, E Horta Statistics & Probability Letters 208, 110044, 2024 | | 2024 |
Risk Measures and Corporate Cash Holdings: A Convergence of Two Streams of Literature M Moresco, M Righi Available at SSRN 4379499, 2023 | | 2023 |
A risk measurement approach from risk-averse stochastic optimization of score functions M Brutti Righi, FM Müller, M Ruoso Moresco arXiv e-prints, arXiv: 2208.14809, 2022 | | 2022 |
Corporate Cash holdings through the lens of Risk Measures M Moresco, MB Righi | | 2021 |