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On the existence and efficiency of equilibria under liability rules
Singh, Ram, (2006)
On the Existence and Efficiency of Equilibria Under Liability Rules
Quantile credibility models
Pitselis, Georgios, (2013)
Pure robust versus robust portfolio unbiased : credibility and asymptotic optimality
Risk measures in a quantile regression credibility framework with Fama/French data applications
Pitselis, Georgios, (2017)