Details about Marlon Ruoso Moresco
Access statistics for papers by Marlon Ruoso Moresco.
Last updated 2026-01-06. Update your information in the RePEc Author Service.
Short-id: pmo1574
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Working Papers
2025
- Constructing elicitable risk measures
Papers, arXiv.org 
- Set risk measures
Papers, arXiv.org
2024
- Uncertainty Propagation and Dynamic Robust Risk Measures
Papers, arXiv.org View citations (3)
See also Journal Article Uncertainty Propagation and Dynamic Robust Risk Measures, Mathematics of Operations Research, INFORMS (2025) (2025)
2023
- A note on the induction of comonotonic additive risk measures from acceptance sets
Papers, arXiv.org
See also Journal Article A note on the induction of comonotonic additive risk measures from acceptance sets, Statistics & Probability Letters, Elsevier (2024) (2024)
- A risk measurement approach from risk-averse stochastic optimization of score functions
Papers, arXiv.org
See also Journal Article A risk measurement approach from risk-averse stochastic optimization of score functions, Insurance: Mathematics and Economics, Elsevier (2025) View citations (1) (2025)
2022
- Inf-convolution and optimal risk sharing with countable sets of risk measures
Papers, arXiv.org View citations (2)
See also Journal Article Inf-convolution and optimal risk sharing with countable sets of risk measures, Annals of Operations Research, Springer (2024) (2024)
- Star-Shaped deviations
Papers, arXiv.org View citations (4)
2021
- Minkowski gauges and deviation measures
Papers, arXiv.org
- On the link between monetary and star-shaped risk measures
Papers, arXiv.org View citations (1)
See also Journal Article On the link between monetary and star-shaped risk measures, Statistics & Probability Letters, Elsevier (2022) View citations (10) (2022)
2020
- On a robust risk measurement approach for capital determination errors minimization
Papers, arXiv.org View citations (5)
See also Journal Article On a robust risk measurement approach for capital determination errors minimization, Insurance: Mathematics and Economics, Elsevier (2020) View citations (4) (2020)
Journal Articles
2025
- A risk measurement approach from risk-averse stochastic optimization of score functions
Insurance: Mathematics and Economics, 2025, 120, (C), 42-50 View citations (1)
See also Working Paper A risk measurement approach from risk-averse stochastic optimization of score functions, Papers (2023) (2023)
- Uncertainty Propagation and Dynamic Robust Risk Measures
Mathematics of Operations Research, 2025, 50, (3), 1939-1964
See also Working Paper Uncertainty Propagation and Dynamic Robust Risk Measures, Papers (2024) View citations (3) (2024)
2024
- A note on the induction of comonotonic additive risk measures from acceptance sets
Statistics & Probability Letters, 2024, 208, (C)
See also Working Paper A note on the induction of comonotonic additive risk measures from acceptance sets, Papers (2023) (2023)
- Inf-convolution and optimal risk sharing with countable sets of risk measures
Annals of Operations Research, 2024, 336, (1), 829-860
See also Working Paper Inf-convolution and optimal risk sharing with countable sets of risk measures, Papers (2022) View citations (2) (2022)
2023
- Minkowski deviation measures
Statistics & Risk Modeling, 2023, 40, (1-2), 1-19
2022
- On the link between monetary and star-shaped risk measures
Statistics & Probability Letters, 2022, 184, (C) View citations (10)
See also Working Paper On the link between monetary and star-shaped risk measures, Papers (2021) View citations (1) (2021)
2020
- On a robust risk measurement approach for capital determination errors minimization
Insurance: Mathematics and Economics, 2020, 95, (C), 199-211 View citations (4)
See also Working Paper On a robust risk measurement approach for capital determination errors minimization, Papers (2020) View citations (5) (2020)
2016
- Impacto da liquidez na rentabilidade: um estudo com as empresas listadas no à ndice de Sustentabilidade Empresarial ISE
Observatorio de la Economía Latinoamericana, 2016, (224)
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