claudio macci

2 articoli

Seminar: Large deviations for risk measures in finite mixture models

On September 6, 2019, 15.30-16.30, Prof. Claudio Macci (University of Tor Vergata, Dept. of Mathematics) will give a talk on “Large deviations for risk measures in finite mixture models” (joint with Valeria Bignozzi and Lea Petrella).   Abstract Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to […]

Seminar: prof. Claudio Macci (University of Tor Vergata), “Large deviations for risk measures in finite mixture models”, 6 Settembre, 15.30 Sala Seminari

On September 6, 2019, 15.30-16.30, Prof. Claudio Macci (University of Tor Vergata, Dept. of Mathematics) will give a talk on “Large deviations for risk measures in finite mixture models” (joint with Valeria Bignozzi and Lea Petrella). Abstract Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each […]