Dr. Claudia Ravanelli

Wissenschaftliche Mitarbeiterin
AND-2.56, Andreasstr. 15, 8050 Zürich
+41 44 634 29 81
CV vCard Details Team Koch Medina Publikationen

Working Papers:

"Ambiguity aversion in Ellsberg frameworks" (with G. Svindland), Economic Theory, 2017, forthcoming.



1) "Robust capital requirements under model risk" (with P. Barieu), Economic Notes, 2015, Vol. 44, Issue 1, 1-28


2) "Comonotone Pareto optimal allocations for law invariant robust utilities on L^1'' (with G. Svindland), Finance and Stochastics, 2014, Vol. 18, 249-269


3) "Understanding modelling and managing longevity risk: Key issues and main challenges'' (with P. Barrieu, H. Bensusan, N. El Karoui, C. Hillairet, S. Loisel and Y. Salhi), Scandinavian Actuarial Journal, 2012, Vol. 2012-3, 203—231


4) "Cash sub-additive risk measures under interest rate ambiguity'' (with N. El Karoui), Mathematical Finance, 2009, Vol. 19, 561—590


5) "An option pricing formula for the GARCH diffusion model'', Computational Statistics and Data Analysis, 2005, Vol. 49, 287--310 (with G. Barone-Adesi and H. Rasmussen)