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Solvency: Models, Assessment and Regulation
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Solvency: Models, Assessment and Regulation (2009)Solvency: Models, Assessment and Regulati…Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses? (2010)Impact of insurance for opera…Introduction: Special section on operational risk (2006)Introduction: Special section…Modelling of extremal events in insurance and finance (1994)A Practical Guide to Heavy Tails: Statistical Techniques and Applications (1999)Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach (2000)Simple risk measure calculations for sums of positive random variables (2013)Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)
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  • 2010Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses?28 cited
  • 2006Introduction: Special section on operational risk16 cited

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