A. MÜLLER

Certainty Equivalents as Risk Measures

A. BADESCU AND D. LANDRIAULT

Moments of the Discounted Dividends in a Threshold-Type Markovian Risk Process

M. HAHN, W. PUTSCHÖGL AND J. SASS

Portfolio Optimization with Non-Constant Volatility and Partial Information

D. G. KONSTANTINIDES

Risk Models with Extemal Subexponentiality

B. M. V. MENDES AND M. A. SANFINS

The Limiting Copula of the Two Largest Order Statistics of Independent and Identically Distributed Samples

D. KUROWICKA, R. M. COOKE AND U. CALLIES

Vines Inference