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The Cornish-Fisher expansion in the context of delta-gamma-normal approximations
Jaschke, Stefan R., (2001)
Value at risk für Kreditinstitute : Erfassung des aggregierten Marktrisikopotentials
Meyer, Christoph, (1999)
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart, (2010)
Virtual repeated implementation
Chambers, Christopher P., (2004)
Consistency in the probabilistic assignment model
Allocation rules for land division
Chambers, Christopher P., (2005)