Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Cited by
3 articles.
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1. Extremes and Regular Variation;A Lifetime of Excursions Through Random Walks and Lévy Processes;2021
2. Risk Aversion in Regulatory Capital Principles;SIAM Journal on Financial Mathematics;2020-01
3. Risk Aversion in Risk Measures and Risk Sharing;SSRN Electronic Journal;2015