//-->
Risk concentration and the mean-expected shortfall criterion
Han, Xia, (2024)
Hidden semi-Markov models for rainfall-related insurance claims
Shi, Yue, (2023)
Multiplicative background risk models : setting a course for the idiosyncratic risk factors distributed phase-type
Furman, Edward, (2021)
A risk model with an observer in a Markov environment
Albrecher, Hansjörg, (2013)
Linking dividends and capital injections : a probabilistic approach
Albrecher, Hansjörg, (2018)
Sparse Structures for Multivariate Extremes
Engelke, Sebastian, (2021)