BELLINI FABIO

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)
Email
[email protected]
Office phone
0264483119
Room:
  • U02, Floor: 3, Room: 3020

Publications

  • Bellini, F., Fadina, T., Wang, R., Wei, Y. (2022). Parametric measures of variability induced by risk measures. INSURANCE MATHEMATICS & ECONOMICS, 106(September 2022), 270-284 [10.1016/j.insmatheco.2022.07.009]. Detail

  • Bellini, F., Peri, I. (2022). Short Communication: An Axiomatization of $Lambda$-Quantiles. SIAM JOURNAL ON FINANCIAL MATHEMATICS, 13(1), SC26-SC38 [10.1137/21M1444278]. Detail

  • Bellini, F., Rroji, E., Sala, C. (2022). Implicit quantiles and expectiles. ANNALS OF OPERATIONS RESEARCH, 313(2), 733-753 [10.1007/s10479-021-04054-8]. Detail

  • Bellini, F., Cesarone, F., Colombo, C., Tardella, F. (2021). Risk Parity with Expectiles. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 291(3 (16 June 2021)), 1149-1163 [10.1016/j.ejor.2020.10.009]. Detail

  • Bellini, F., Koch-Medina, P., Munari, C., Svindland, G. (2021). Law-invariant functionals that collapse to the mean. INSURANCE MATHEMATICS & ECONOMICS, 98(May 2021), 83-91 [10.1016/j.insmatheco.2021.03.002]. Detail

Full list

Awards

Editorial boards

  • Associate Editor di rivista o collana editoriale - INSURANCE MATHEMATICS & ECONOMICS, 2018

Congresses/Conferences

  • Program chair - AMASES 2023(Italia), 2023
  • Program chair - Quantitative Finance Workshop 2017(Italia), 2017
  • Program chair - Dependence and Risk Measures 2015(Italia), 2015