Claudia Ravanelli | Department of Finance | UZH

Claudia Ravanelli

Claudia Ravanelli, Dr.

Senior Research Associate

Phone: +41 44 634 51 67
Address: Plattenstr. 14, 8032 Zürich
Room number: PLR-J-107

E-Mail

Curriculum Vitae

ZORA Publication List

Publications

2021
- Koch-Medina, Pablo; Moreno-Bromberg, Santiago; Ravanelli, Claudia; Sikic, Mario (2021). Revisiting optimal investment strategies of value-maximizing insurance firms. Insurance: Mathematics and Economics, 99:131-151.

2019
- Ravanelli, Claudia; Svindland, Gregor (2019). Ambiguity sensitive preferences in Ellsberg frameworks. Economic Theory, 67(1):53-89.

2015
- Barrieu, Pauline; Ravanelli, Claudia (2015). Robust capital requirements with model risk. Economic Notes, 44(1):1-28.

2014
- Ravanelli, Claudia; Svindland, Gregor (2014). Comonotone Pareto optimal allocations for law invariant robust utilities on L 1. Finance and Stochastics, 18(1):249-269.

2012
- Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia (2012). Understanding modelling and managing longevity risk: Key issues and main challenges. Scandinavian Actuarial Journal, 2012(3):203-231.

2009
- El Karoui, Nicole; Ravanelli, Claudia (2009). Cash sub-additive risk measures and interest rate ambiguity. Mathematical Finance, 19(4):561-590.

2005
- Barone-Adesi, Giovanni; Rasmussen, Henrik; Ravanelli, Claudia (2005). An option pricing formula for the GARCH diffusion model. Computational Statistics & Data Analysis, 49(2):287-310.