Conditional value-at-risk bounds for compound Poisson risks and a normal approximation.
Generalizing Benford's law using power laws: application to integer sequences.
Extremal moment methods and stochastic orders.
From the general affine transform family to a Pareto type IV model.
Multivariate Fréchet copulas and conditional value-at-risk.
On the economic risk capital of portfolio insurance.
Extremal moment methods and stochastic orders. Application in actuarial science.
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