The main aim of this contribution is to investigate the possibility to include sustainability among the performance features that can be taken into consideration by university rankings. To this aim we propose a set of well-defined sustainability indicators related to different aspects of...

This paper presents the role of copula functions in the theory of aggregation operators. In this context we are focusing our attention about several properties of aggregation functions, like supermodularity and Schur-concavity, studying also a decomposition of supermodular binary aggregation...

The measurement of the quality of research has reached nowadays an increasing interest not only for scientific reasons but also for the critical problem of researchers' ranking, due to the lack of grant assignments. The most commonly used approach is based on the so-called $h$-index, even if the...

In this paper we present the extension of the copula approach to aggregation functions. In fact we want to focus on a class of aggregation functions and present them in the multilinear form with marginal copulae. Moreover we will define also the joint aggregation density function

Since Shalit and Yitzhalit (1984) the Mean-Extended Gini (MEG) has been proposed as a workable alternative to the classical Markowitz mean-variance CAPM. Although MEG keeps under control the risk belonging to the left-tail of the return distribution, small attention is reserved to potential...

Bid and ask prices tailored to the traders' risk-aversion and gain-propension are defined. Risk and gain premia are given by the Extended Gini indices, where the characteristic parameter captures the traders' perception of the under-performance and over-performance of the asset. Sufficient and...

Since Shalit and Yitzhaki (1984) the premium principle based on the Extended Gini of an uncertain position has been defined as its expected value minus the extended Gini index. We propose this principle for making capital asset pricing tailored to the investor profile. Bid and ask prices of the...

The purpose of our paper is the construction of a multidimensional ethical rating model, based on many items that represent the most significant Corporate Social Responsibility drivers of the banks. The items considered have been drawn from literature and from corporate reporting and websites of...

This paper studies excess of loss reinsurance with reinstatements in the case in which the aggregate claims are generated by a discrete distribution, in the framework of risk adjusted premium principle. By regarding to comonotonic exchangeability, a generalized definition of initial premium is...