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Operational risk modelling in insurance and banking
Vukovic, Ognjen, (2016)
Bivariate Tail Conditional Co-Expectation for elliptical distributions
Cerqueti, Roy, (2024)
Conditional distributionally robust functionals
Shapiro, Alexander, (2024)
Economic models based on Pareto and Gamma random variables
Nadarajah, Saralees, (2007)
On the product of generalized Pareto random variables
Nadarajah, Saralees, (2008)
The product t density distribution arising from the product of two Student's t PDFs
Nadarajah, Saralees, (2009)