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Neural networks and ARMA-GARCH models for foreign exchange risk measurement and assessment
Nsengiyumva, Elysee, (2024)
A probability metrics approach to financial risk measures
Račev, Svetlozar T., (2011)
Satisfying convex risk limits by trading
Larsen, Kasper, (2005)
Weighted premium calculation principles
Furman, Edward, (2008)
Weighted risk capital allocations