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Rank-based multivariate Sarmanov for modeling dependence between loss reserves
Abdallah, Anas, (2023)
Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model
Hahn, Lukas, (2017)
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco, (2020)
Value-at-risk and ruin probability
Ren, Jiandong, (2012)
On the use of long-term risk measures as an approach to communicating risks
Ren, Jiandong, (2016)
Tail moments of compound distributions
Ren, Jiandong, (2022)