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   In: Statistics & Probability Letters.
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34. Conditional tail expectation of randomly weighted sums with heavy-tailed distributions. (2015). Yang, Yang ; Iaulys, Jonas ; Ignataviit, Egl .
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35. Estimation of multivariate conditional-tail-expectation using Kendalls process. (2014). di Bernardino, Elena ; Prieur, Clmentine.
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37. Asymptotic theory for the empirical Haezendonck–Goovaerts risk measure. (2014). Shyamalkumar, Nariankadu D. ; Ahn, Jae Youn.
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40. Optimal capital allocation based on the Tail Mean–Variance model. (2013). Mao, Tiantian ; Xu, Maochao.
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42. Extremes and products of multivariate AC-product risks. (2013). Yang, Yang ; Hashorva, Enkelejd.
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43. Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures. (2012). Hua, Lei ; Joe, Harry.
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45. On the Haezendonck–Goovaerts risk measure for extreme risks. (2012). Tang, Qihe ; Yang, Fan.
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46. Archimedean copulas in finite and infinite dimensions—with application to ruin problems. (2011). Ji, Lanpeng ; Hashorva, Enkelejd ; Constantinescu, Corina.
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