Beck, Nicholas; Mailhot, Mélina A consistent estimator to the orthant-based tail value-at-risk. (English) Zbl 1409.62206 ESAIM, Probab. Stat. 22, 163-177 (2018). MSC: 62P05 62H12 62H20 91G70 PDFBibTeX XMLCite \textit{N. Beck} and \textit{M. Mailhot}, ESAIM, Probab. Stat. 22, 163--177 (2018; Zbl 1409.62206) Full Text: DOI
Sendova, Kristina Discrete Lundberg-type bounds with actuarial applications. (English) Zbl 1187.91107 ESAIM, Probab. Stat. 11, 217-235 (2007). MSC: 91B30 60G51 62P05 PDFBibTeX XMLCite \textit{K. Sendova}, ESAIM, Probab. Stat. 11, 217--235 (2007; Zbl 1187.91107) Full Text: DOI Numdam EuDML