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On the joint tail behavior of randomly weighted sums of dependent random variables with applications to risk theory
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Proposal for correction of the SCR calculation bias in Solvency II
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Randomly weighted sums of dependent subexponential random variables with applications to risk theory
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Risk models based on time series for count random variables
Cossette, Hélène, (2011)
TVaR-based capital allocation with copulas
Bargès, Mathieu, (2009)