- Asymmetric Least Squares Estimation and Testing
- Entropic Value-at-Risk: A New Coherent Risk Measure
- External Risk Measures and Basel Accords
- Beyond the VaR
- Comparison of risks based on the expected proportional shortfall
- An Actuarial Index of the Right-Tail Risk
- Several possible measures of risk
- Some extensions of Luce's measures of risk
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