//-->
Entropic latent variable integration via simulation
Schennach, Susanne M., (2013)
Estimating quantile families of loss distributions for non-life insurance modelling via L-moments
Peters, Gareth, (2016)
Risk control : who cares?
Taylor, Nicholas, (2017)
On unit-root tests when the alternative is a trend-break stationary process
Sen, Amit, (2003)
Are US macroeconomic series difference stationary or trend-break stationary?
Sen, Amit, (2004)
New unit root tests designed for the trend-break stationary alternative : simulation evidence and empirical applications
Sen, Amit, (2007)