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2. Nested L-statistics and their use in comparing the riskiness of portfolios;Brazauskas;Scandinavian Actuarial Journal,2007
3. Brazauskas, V., Jones, B.L., Zitikis, R., 2007. Robustification of vector-valued empirical risk measures. Metron (in press-b)
4. Brazauskas, V., Jones, B.L., Zitikis, R., 2007. Robust fitting of claim severity distributions and the method of trimmed moments. North American Actuarial Journal (submitted for publication)
5. Discussion of “Empirical estimation of risk measures and related quantities” by B.L. Jones and R. Zitikis;Brazauskas;North American Actuarial Journal,2004