ROSAZZA GIANIN EMANUELA

Role

Full Professor

Academic disciplines

Mathematical Methods for Economy, Finance and Actuarial Sciences (STAT-04/A)

Scientific-Disciplinary Group:

MATHEMATICAL METHODS FOR ECONOMY, FINANCE AND ACTUARIAL SCIENCES (13/STAT-04)

Works in

Office phone

Room:

Reception hours

On appointment in person or on Webex (personal room : https://unimib.webex.com/meet/emanuela.rosazza1)

Publications

Fiori, A., Rosazza Gianin, E. (2025). Compositional risk capital allocations. STATISTICAL METHODS & APPLICATIONS, 34(2), 261-290 [10.1007/s10260-025-00785-1]. Detail
Centrone, F., Rosazza Gianin, E. (2025). Capital Allocation Rules and Generalized Collapse to the Mean: Theory and Practice. MATHEMATICS, 13(6) [10.3390/math13060964]. Detail
Mastrogiacomo, E., Rosazza Gianin, E. (2024). Dynamic capital allocation rules via BSDEs: an axiomatic approach. ANNALS OF OPERATIONS RESEARCH, 336(1-2), 749-772 [10.1007/s10479-022-04917-8]. Detail
Laeven, R., Rosazza Gianin, E., Zullino, M. (2024). Law-invariant return and star-shaped risk measures. INSURANCE MATHEMATICS & ECONOMICS, 117(July 2024), 140-153 [10.1016/j.insmatheco.2024.04.006]. Detail
Rosazza Gianin, E., Zullino, M. (2024). Capital allocation for cash-subadditive risk measures: From BSDEs to BSVIEs. PROBABILITY, UNCERTAINTY AND QUANTITATIVE RISK, 9(3), 339-370 [10.3934/puqr.2024015]. Detail

Capital allocation per premi di Orlicz e misure di rischio di Haezendonck Goovaerts

Year: 2020

Call: Disciplinare per la presentazione di una domanda di contributo per Progetto di Ricerca GNAMPA

Grantors: I.N.D.A.M. "FRANCESCO SEVERI" - ISTITUTO NAZIONALE DI ALTA MATEMATICA

Research Prize, Dauphine-Amundi Chair in Asset Management, Chair in Asset Management of the Dauphine Foundation, sponsored by Amundi, 2013

Segretario - AMASES (Associazione per la Matematica Applicata alle Scienze Economiche e Sociali), 2023

Altro tipo di attività editoriale - , 2022
Associate Editor di rivista o collana editoriale - MATHEMATICS AND FINANCIAL ECONOMICS, 2021
Guest Editor di rivista o collana editoriale - , 2021
Associate Editor di rivista o collana editoriale - MATHEMATICS, 2020 - 2022
Associate Editor di rivista o collana editoriale - INSURANCE MATHEMATICS & ECONOMICS, 2018

Partecipazione al comitato organizzativo - International Conference on Set Optimization for Applications (SOfA 2024)(Italia), 2024
Partecipazione al comitato organizzativo - Convegno annuale AMASES(Italia), 2023
Altro ruolo - Summer School "Complexity and Emergence" presso Lake Como School of Advanced Studies(Italia), 2018