Publication
- R. Pelessoni, P. Vicig, M. Zaffalon. Inference and risk measurement with the
Pari-Mutuel model, International Journal of Approximate
Reasoning, to be published, 2010
- R. Pelessoni, P. Vicig, M. Zaffalon. The Pari-Mutuel model,
Proceedings
of
ISIPTA'09, T. Augustin, F.P.A. Coolen, S. Moral, M.C.M.
Troffaes eds., SIPTA, 347-356, 2009
- P. Baroni, R. Pelessoni, P. Vicig. Generalizing
Dutch
risk
measures
through imprecise previsions,
International
Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 17 (2),
153-177, 2009
- R. Pelessoni, P. Vicig. Williams
coherence
and
beyond,
International Journal of Approximate Reasoning, 50 (4), 612-626, 2009
- R. Pelessoni, P. Vicig. Bayes’
Theorem
Bounds
for Convex Lower
Previsions, Journal of Statistical Theory and Practice, 3 (1),
85-101, 2009
- P. Baroni, R. Pelessoni, P. Vicig. Shortfall-dependant risk
measures (and previsions), Proceedings of the 5th EUSFLAT
Conference, 281-288, vol. 1, 2007
- R. Pelessoni, P. Vicig. Some bounds
for conditional lower previsions, Proceedings of ISIPTA'07, G. de
Cooman, J. Veinarová, M. Zaffalon eds., SIPTA, 337-346, 2007
- R. Pelessoni, P. Vicig.
Envelope theorems and dilation with convex conditional previsions, Proceedings
of
ISIPTA'05,
F.
G.
Cozman, R. Nau, T. Seidenfeld
eds., SIPTA, 266-275, 2005
- R. Pelessoni, P. Vicig. Uncertainty
modelling
and
conditioning
with convex imprecise previsions,
International Journal of Approximate Reasoning, 39 (2-3), 297-319, 2005
(preliminary
version)
- P. Walley, R. Pelessoni, P.
Vicig. Direct
algorithms
for
checking
consistency and making inferences from
conditional probability assessments, Journal of
Statistical Planning and Inference, 126 (1), 119-151, 2004 (preliminary version)
- R. Pelessoni, P. Vicig.
Convex
imprecise previsions: basic issues and applications, Proceedings
of
ISIPTA'03,
J.
M.
Bernard, T. Seidenfeld, M. Zaffalon
eds., Carleton Scientific, 423-436, 2003
- R. Pelessoni, P. Vicig.
Convex imprecise previsions,
Reliable Computing, 9 (6),
465-485, 2003 (preliminary version at
Ideas or
Gloriamundi)
- R. Pelessoni, P. Vicig.
Imprecise previsions for risk measurement, International
Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 11 (4),
393-412, 2003
- R. Pelessoni. Misure di
rischio e coerenza,
Atti della Scuola Estiva 2002 su Finanza Quantitativa,
Auronzo di Cadore, Dip. di Matematica Appl. Università Ca'
Foscari, Venezia, 423-433, 2002
- R. Pelessoni, P.Vicig.
Coherent risk measures and upper previsions, Proceedings
of ISIPTA01, Ithaca, NY, USA, Shaker Publishing BV, 307-315, 2001
(available also at
Ideas,
Citeseer
or
Gloriamundi)
- R. Pelessoni. Numerical algorithms to
determine tariff
classes,
Atti della Scuola Estiva 2000 su Finanza
Computazionale, Auronzo di Cadore, Dip. di Matematica Appl.
Università Ca' Foscari di Venezia, 183-198, 2000
- R. Pelessoni, L. Picech. An application of
unsupervised
neural networks in general insurance: the determination of tariff
classes,
Proceedings of NEU99, Venezia, Dip. di Matematica
Appl. Università Ca'Foscari di Venezia, 64-75, 1999
- R. Pelessoni, L. Picech.
Some applications of unsupervised neural networks in rate making
procedure,
Proceedings of the General Insurance Convention
and XXIX Astin Colloquium, Glasgow, vol. 2, Faculty and Institute of
Actuaries, 550-567, 1998
- R. Pelessoni, P. Vicig. A consistency
problem for imprecise conditional probability assessments,
Proceedings of IPMU 1998, Paris, vol. 2, EDK - Éditions
Médicales et Scientifiques, 1478-1485, 1998 (preliminary version)
- R. Pelessoni. Some remarks on the use
of the strict
complementarity in checking coherence and extending coherent
probabilities,
Quad. Dip. Matematica Appl. 'Bruno de
Finetti', 2, 1998
- R. Pelessoni, L. Picech. Simple competitive
learning, Kohonen
S.O.M. and Schmitter-Straub's method: a proposal in finding 'good'
tariff classes,
Atti giornata di studi su "Aspetti
Scientifici e Didattici nella Teoria del Rischio" (1997), Campobasso,
Università del Molise, 121-142, 1998
- S. Giulini, R. Pelessoni, L.
Picech.
Determination of tariff classes: cluster analysis methods and
unsupervised neural networks,
Proceedings of XXVIIIth
International Astin Colloquium, Cairns (Australia), Institute of
Actuaries of Australia, Southwood Press, 129-150, 1997
- R. Pelessoni, M. Zecchin. Una
applicazione
dell'approccio multistato ai fondi pensione,
Rivista di
Matematica per le Scienze Economiche e Sociali (now Decisions in
Economics and Finance), n. 19 (1-2), 81-94, 1996
