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Proposal for correction of the SCR calculation bias in Solvency II
Hampel, Martin, (2011)
Randomly weighted sums of dependent subexponential random variables with applications to risk theory
Cheng, Fengyang, (2018)
Uniform estimate for randomly weighted sums of dependent subexponential random variables
Liu, Yan, (2015)
Risk models based on time series for count random variables
Cossette, Hélène, (2011)
TVaR-based capital allocation with copulas
Bargès, Mathieu, (2009)