| Range Value-at-Risk bounds for unimodal distributions under partial information C Bernard, R Kazzi, S Vanduffel Insurance: Mathematics and Economics 94, 9-24, 2020 | 24 | 2020 |
| Model uncertainty assessment for symmetric and right-skewed distributions C Bernard, R Kazzi, S Vanduffel Available at SSRN 4468467, 2023 | 5 | 2023 |
| A practical approach to quantitative model risk assessment C Bernard, R Kazzi, S Vanduffel Available at SSRN 3565116, 2020 | 5 | 2020 |
| Impact of Model Misspecification on the Value-at-Risk of Unimodal T-Symmetric Distributions C Bernard, R Kazzi, S Vanduffel Available at SSRN 4665735, 2023 | 2 | 2023 |
| Bounds on Range Value-at-Risk for unimodal symmetric distributions C Bernard, R Kazzi, S Vanduffel Available at SSRN 4115453, 2022 | 2 | 2022 |
| Advancing Model Uncertainty Assessment to Address Actuarial Modelling Challenges R Kazzi University of Freiburg, 2023 | 1 | 2023 |
| Corrigendum and addendum to “Range Value-at-Risk bounds for unimodal distributions under partial information”[Insurance: Math. Econ. 94 (2020) 9–24] C Bernard, R Kazzi, S Vanduffel Insurance: Mathematics and Economics 112, 110-119, 2023 | 1 | 2023 |
| Incorporating Information on Robust Quantities into Model Uncertainty Assessment C Bernard, R Kazzi, S Vanduffel | | 2023 |
| Assessing model uncertainty for log-symmetric distributions under partial information C Bernard, R Kazzi, S Vanduffel | | 2022 |
| An updated version of 'Range Value-at-Risk Bounds for Unimodal Distributions Under Partial Information' C Bernard, R Kazzi, S Vanduffel Available at SSRN: https://ssrn.com/abstract=4050423, 2022 | | 2022 |
| Financial and Actuarial Mathematics Seminars W choose Liverpool | | |
Steven VanduffelProfessor, Vrije Universiteit BrusselVerified email at vub.be
