From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective

by Francesca Greselin, Ričardas Zitikis
Published 2018-01-01

Practice Oriented and Monte Carlo Based Estimation of the Value-at-Risk for Operational Risk Measurement

by Francesca Greselin, Fabio Piacenza, Ričardas Zitikis
Published 2019-05-01

Zenga's New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy

by Francesca Greselin, Leo Pasquazzi, Ričardas Zitikis
Published 2010-01-01

The variance of Gini’s mean difference and its estimators

by Michele Zenga, Marcella Polisicchio, Francesca Greselin
Published 2007-10-01

Parameter Choice, Stability and Validity for Robust Cluster Weighted Modeling

by Andrea Cappozzo, Luis Angel García Escudero, Francesca Greselin, Agustín Mayo-Iscar
Published 2021-07-01