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Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob, (2016)
Model risk in risk models : quantifying statistical uncertainty in active risk
Khang, Kevin, (2021)
Spatial risk measures and rate of spatial diversification
Koch, Erwan, (2019)
A comonotonic image of independence for additive risk measures
Goovaerts, Marc J., (2004)
A note on additive risk measures in rank-dependent utility
Goovaerts, Marc J., (2010)
Worst case risk measurement : back to the future?
Goovaerts, Marc J., (2011)