Risk concentration and diversification: Second-order propertiesDominik D. Lambrigger, Johan Segers2010-02-09articleInsurance Mathematics and Economics51 citationsclosedNo readable copy stored yet — this record is metadata only.Probability and Risk ModelsInsurance and Financial Risk ManagementRisk and Portfolio OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 51 citations exist upstream.References1999Coherent Measures of Risk1994Modelling of extremal events in insurance and finance2002Correlation and Dependence in Risk Management: Properties and Pitfalls2010Basel Committee On Banking Supervision2006Extreme value theory : an introduction1982On Some Simple Estimates of an Exponent of Regular Variation2007Extreme Value Theory: An Introduction2003Risk Management: Value at Risk and Beyond