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Conditional tail expectations for multivariate phase-type distributions

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2007Multivariate Pareto portfolios: TCE-based capital allocation and divided differences

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2010Tail Risk of Multivariate Regular Variation58 cited

2010Estimating the Conditional Tail Expectation in the Case of Heavy‐Tailed Losses57 cited

2009Multivariate Tweedie distributions and some related capital-at-risk analyses51 cited

2012Asymptotic Analysis of Multivariate Tail Conditional Expectations50 cited

2006Dependence properties and bounds for ruin probabilities in multivariate compound risk models48 cited

2016Multivariate tail conditional expectation for elliptical distributions46 cited

2014ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS43 cited

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