References

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• 2001An Introduction to Statistical Modeling of Extreme Values7,338 cited
• 1994Modelling of extremal events in insurance and finance3,519 cited
• 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
• 2001An Introduction to High-Frequency Finance956 cited
• 1991Aspects of Risk Theory902 cited
• 2001Stochastic Processes for Insurance and Finance839 cited
• 2001Probabilistic Risk Analysis: Foundations and Methods821 cited
• 1970Mathematical Methods in Risk Theory718 cited
• 1981Recursive Evaluation of a Family of Compound Distributions571 cited
• 1997Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory543 cited
• 1990The Evolution of Central Banks.528 cited
• 1999Stochastic Processes for Insurance and Finance499 cited
• 2000Order Flow, Transaction Clock, and Normality of Asset Returns420 cited
• 1982Estimates for the probability of ruin with special emphasis on the possibility of large claims388 cited
• 2000Systemic risk: A survey