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Righi, Marcelo Brutti

  1. A risk measurement approach from risk-averse stochastic optimization of score functions
    2022/08/31 by Marcelo Brutti Righi, Righi, Marcelo Brutti, Fernanda Maria Müller +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #Insurance, Mortality, Demography, Risk Management #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications