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On additivity of tail comonotonic risks
Cheung, Ka Chun, (2019)
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu, (2018)
Tail behaviour and tail dependence of generalized hyperbolic distributions
Hammerstein, Ernst August v., (2016)
Risk management under incomplete information : exact upper and lower bounds for the probability to reach extreme values
De Schepper, Ann, (2006)
Risk management under incomplete information : exact upper and lower bounds for the value at risk
On the pricing of options under limited information
De Schepper, Ann, (2004)