Via Perrone 18
Novara, 28100
Italy
Università del Piemonte Orientale - Dipartimento di Studi per l'Economia e l'Impresa
Risk management, Capital allocation rules, Convex risk measures, Quasi-convex risk measures, Aumann-Shapley value, Gateaux differential, Greenberg-Pierskalla subdifferential.
finitely additive exchange economies, coalitional economies, coalitional preferences, core-Walras equivalence, finitely additive measures
Capital Allocation, Haezendonck-Goovaerts Risk Measures, Orlicz Risk Premium, Quantiles, Ambiguity.
Capital allocation, acceptance sets, convex risk measures, quasi-convex risk measures
Risk management, capital allocation rules, set-valued risk measures, coherent and convex risk measures
Risk management, Capital allocations, Convex risk measures, Gradient allocation, Gateaux derivative.
SIR models with vaccination, behavioural epidemiology, rational exemption, lagged information, global stability, Lyapunov functions
