Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven Optimal claims with fixed payoff structure. (English) Zbl 1331.91156 J. Appl. Probab. 51A, Spec. Vol., 175-188 (2014). MSC: 91G10 91B16 PDFBibTeX XMLCite \textit{C. Bernard} et al., J. Appl. Probab. 51A, 175--188 (2014; Zbl 1331.91156) Full Text: DOI Euclid
Gay, Roger Pricing risk when distributions are fat tailed. (English) Zbl 1070.91031 J. Appl. Probab. 41A, Spec. Iss., 157-175 (2004). MSC: 91B30 PDFBibTeX XMLCite \textit{R. Gay}, J. Appl. Probab. 41A, 157--175 (2004; Zbl 1070.91031) Full Text: DOI