//-->
Financial modeling under non-Gaussian distributions
Jondeau, Eric, (2007)
Gerber-Shiu function in a class of delayed and perturbed risk model with dependence
Adékambi, Franck, (2020)
Parisian types of ruin probabilities for a class of dependent risk-reserve processes
Bladt, Mogens, (2019)
Estimating copula densities, using model selection techniques
Kallenberg, Wilbert C. M., (2009)
Normal control charts with nonparametric safeguard
Albers, Willem, (2009)
Self-adapting control charts
Albers, Willem, (2006)