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Value at risk für Kreditinstitute : Erfassung des aggregierten Marktrisikopotentials
Meyer, Christoph, (1999)
Record values from generalized Pareto distribution and associated inference
Sultan, Khalaf S., (2000)
Computing the density and distribution of ratios of quadratic forms in normal variables
Butler, Ronald W., (1999)
Improved estimation of extreme quantiles in the multivariate Lomax (Pareto II) distribution
Petropoulos, Constantinos, (2004)
Improved estimation under Pitman's measure of closeness
Kourouklis, Stavros, (1996)
Estimation of an Exponential Quantile under a General Loss and an Alternative Estimator under Quadratic Loss
Petropoulos, Constantinos, (2001)