DOLDI, ALESSANDRO
DOLDI, ALESSANDRO
Dipartimento di Matematica Federigo Enriques
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Risultati 1 - 12 di 12 (tempo di esecuzione: 0.0 secondi).
Collective dynamic risk measures
2024 A. Doldi, M. Frittelli, E.R. Gianin
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?
2024 A. Doldi, M. Frittelli, E. Rosazza Gianin
Multivariate systemic optimal risk transfer equilibrium
2024 A. Doldi, M. Frittelli
Risk sharing with deep neural networks
2024 M. Burzoni, A. Doldi, E. Monzio Compagnoni
On entropy martingale optimal transport theory
2024 A. Doldi, M. Frittelli, E. Rosazza Gianin
On conditional Chisini means and risk measures
2023 A. Doldi, M. Maggis
Entropy martingale optimal transport and nonlinear pricing–hedging duality
2023 A. Doldi, M. Frittelli
Multivariate systemic risk measures and computation by deep learning algorithms
2023 A. Doldi, Y. Feng, J. Fouque, M. Frittelli
Systemic optimal risk transfer equilibrium
2021 F. Biagini, A. Doldi, J. Fouque, M. Frittelli, T. Meyer-Brandis
EQUILIBRIUM, SYSTEMIC RISK MEASURES AND OPTIMAL TRANSPORT: A CONVEX DUALITY APPROACH
2021 A. Doldi
Conditional Systemic Risk Measures
2021 A. Doldi, M. Frittelli
Real-valued systemic risk measures
2021 A. Doldi, M. Frittelli