Funder
Agence Nationale de la Recherche
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference29 articles.
1. Spectral measures of risk: A coherent representation of subjective risk aversion;Acerbi;Journal of Banking and Finance,2002
2. Application of coherent risk measures to capital requirements in insurance;Artzner;North American Actuarial Journal,1999
3. Coherent measures of risk;Artzner;Mathematical Finance,1999
4. Statistics of Extremes: Theory and Applications;Beirlant,2004
5. Practical Analysis of Extreme Values;Beirlant,1996