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Decomposition of general premium principles into risk and deviation
Nendel, Max, (2020)
Measuring the diversification of a loan portfolio
Tourin, Agnès, (2020)
Risk quantization by magnitude and propensity
Faugeras, Olivier, (2021)
Value at risk : uses and abuses
Culp, Christopher L., (2008)
Value-at-risk: uses and abuses
Culp, Christopher L., (2005)
Culp, Christopher L., (2006)