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Ravanelli, Claudia

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Author ID: ravanelli.claudia Recent zbMATH articles by "Ravanelli, Claudia"
Published as: Ravanelli, Claudia
External Links: MGP · Wikidata
Documents Indexed: 5 Publications since 2005

Publications by Year

Citations contained in zbMATH

5 Publications have been cited 85 times in 84 Documents Cited by Year
Cash subadditive risk measures and interest rate ambiguity. Zbl 1184.91111
El Karoui, Nicole; Ravanelli, Claudia
40
2009
Understanding, modelling and managing longevity risk: key issues and main challenges. Zbl 1277.91073
Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia
26
2012
An option pricing formula for the GARCH diffusion model. Zbl 1429.91313
Barone-Adesi, Giovanni; Rasmussen, Henrik; Ravanelli, Claudia
13
2005
Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\). Zbl 1307.91076
Ravanelli, Claudia; Svindland, Gregor
5
2014
Ambiguity sensitive preferences in Ellsberg frameworks. Zbl 1422.91218
Ravanelli, Claudia; Svindland, Gregor
1
2019
Ambiguity sensitive preferences in Ellsberg frameworks. Zbl 1422.91218
Ravanelli, Claudia; Svindland, Gregor
1
2019
Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\). Zbl 1307.91076
Ravanelli, Claudia; Svindland, Gregor
5
2014
Understanding, modelling and managing longevity risk: key issues and main challenges. Zbl 1277.91073
Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia
26
2012
Cash subadditive risk measures and interest rate ambiguity. Zbl 1184.91111
El Karoui, Nicole; Ravanelli, Claudia
40
2009
An option pricing formula for the GARCH diffusion model. Zbl 1429.91313
Barone-Adesi, Giovanni; Rasmussen, Henrik; Ravanelli, Claudia
13
2005
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Cited by 168 Authors

6 Hu, Yijun
6 Rosazza Gianin, Emanuela
4 Antonio, Katrien
4 Loisel, Stéphane
4 Salhi, Yahia
4 Svindland, Gregor
3 Chen, Yanhong
3 Drapeau, Samuel
3 Mastrogiacomo, Elisa
3 Vellekoop, Michel H.
2 Cerreia-Vioglio, Simone
2 dos Reis, Gonçalo
2 El Karoui, Nicole
2 Figà-Talamanca, Gianna
2 Frittelli, Marco
2 Kupper, Michael
2 Liebrich, Felix-Benedikt
2 Maccheroni, Fabio
2 Maggis, Marco
2 Marinacci, Massimo
2 Ouburg, Wilbert
2 Penner, Irina
2 Regis, Luca
2 Stadje, Mitja
2 Sun, Wei
2 van Berkum, Frank
2 Wei, Linxiao
2 Xu, Yuhong
1 Acciaio, Beatrice
1 Ahmadi Javid, Amir
1 Allaj, Erindi
1 Amarante, Massimiliano
1 Aro, Helena
1 Bacinello, Anna Rita
1 Bakbergenuly, Ilyas
1 Bardoutsos, Anastasios G.
1 Barrieu, Pauline M.
1 Belsley, David A.
1 Bensusan, Harry
1 Biagini, Francesca
1 Bielagk, Jana
1 Blake, David
1 Blanchet-Scalliet, Christophette
1 Borovkova, Svetlana
1 Brandtner, Mario
1 Calvia, Alessandro
1 Capotorti, Andrea
1 Cassese, Gianluca
1 Castañeda-Leyva, Netzahualcóyotl
1 Centrone, Francesca
1 Chen, An
1 Chiu, Mei Choi
1 Christiansen, Marcus Christian
1 Coculescu, Delia
1 D’Amato, Valeria
1 de Boer, Wouter
1 de Castro, Luciano I.
1 De Rosa, Clemente
1 de Vries, Robert
1 De Waegenaere, Anja
1 Debonneuil, Edouard
1 Delong, Łukasz
1 Devriendt, Sander
1 D’Onofrio, Giuseppe
1 Dorffner, Georg
1 Dorobantu, Diana
1 Ekheden, Erland
1 Farkas, Walter
1 Föllmer, Hans
1 Foschi, Paolo
1 Frei, Christoph
1 Frühwirth-Schnatter, Sylvia
1 Fulga, Cristinca
1 Gitsels, Lisanne A.
1 Goard, Joanna M.
1 Guibert, Quentin
1 Haberman, Steven
1 Hafner, Christian Matthias
1 Haier, Andreas
1 He, Xuezhong
1 Hössjer, Ola G.
1 Kan, Hok-Kwan
1 Knispel, Thomas
1 Koch Medina, Pablo
1 Kontoghiorghes, Erricos John
1 Kratschmer, Volker
1 Kromer, Eduard
1 Kromme, Egbert
1 Kulinskaya, Elena
1 Kürsten, Wolfgang
1 Laeven, Roger J. A.
1 Langrené, Nicolas
1 Lánský, Petr
1 Laurent, Sébastien-Yves
1 Lee, Geoffrey
1 Li, Hong
1 Lionnet, Arnaud
1 Liu, Hongwei
1 Lledó, Josep
1 Lopez, Olivier
...and 68 more Authors

Citations by Year

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