
1.		Analysis of risk models using a level crossing technique / Percy H. Brill, Kaiqi Yu Autor: BRILL, Percy H. Data Publicação: 2011
2.		Asymptotics for risk capital allocations based on Conditional Tail Expectation / Alexandru V. Asimit...[et al.] Data Publicação: 2011
3.		Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses / Brahim Brahimi...[et al.] Data Publicação: 2011
4.		A new class of models for heavy tailed distributions in finance and insurance risk / Soohan Ahn, Joseph H. T. Kim, Vaidyanathan Ramaswami Autor: AHN, Soohan Data Publicação: 2012
5.		Diversification in heavy-tailed portfolios : properties and pitfalls / Georg Mainik, Paul Embrechts Autor: MERZ, Michael Data Publicação: 2013
6.		On the accuracy of phase-type approximations of heavy-tailed risk models / E. Vatamidou ...[et.al.] Data Publicação: 2014
7.		Fundamental aspects of operational risk and insurance analytics : a handbook of operational risk / Marcelo G. Cruz, Gareth W. Peters, Pavel V. Shevchenko Autor: CRUZ, Marcelo G. Data Publicação: 2015
8.		Advances in heavy tailed risk modeling : a handbook of operational risk / Gareth W. Peters, Pavel V. Shevchenko Autor: PETERS, Gareth W. Data Publicação: 2015
9.		The full tails gamma distribution applied to model extreme values / Joan Del Castillho; jalila Daoudi, Isabel Serra Autor: CASTILLO, Joan Del Data Publicação: 2017
10.		Beyond the perason correlation : heavy-tailed risks, weighted gini correlations, and a gini-type weighted insurance pricing model / Edward Furman, Ricardas Zitikis Autor: FURMAN, Edward Data Publicação: 2017
11.		A discrite time ruin probability with Parisian delay / Irmina Czarna, Zbigniew Palmowski, Przemyslaw Swiatek Autor: CZARNA, Irmina Data Publicação: 2017
12.		Stochastic risk analysis and management / Boris Harlamov Autor: HARLAMOV, Boris Data Publicação: 2017