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High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung, (2014)
Tail behavior of credit loss distributions for general latent factor models
Lucas, André, (2001)
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra, (2014)
Risk management under incomplete information : exact upper and lower bounds for the probability to reach extreme values
De Schepper, Ann, (2006)
Risk management under incomplete information : exact upper and lower bounds for the value at risk
On the pricing of options under limited information
De Schepper, Ann, (2004)