Multivariate extremes and the aggregation of dependent risks: examples and counter-examples Paul EmbrechtsDominik D. LambriggerMario V. Wüthrich OriginalPaper 27 September 2008 Pages: 107 - 127
Extreme value properties of multivariate t copulas Aristidis K. NikoloulopoulosHarry JoeHaijun Li OriginalPaper 04 October 2008 Pages: 129 - 148
Mixed moment estimator and location invariant alternatives M. Isabel Fraga AlvesM. Ivette GomesCláudia Neves OriginalPaper 22 October 2008 Pages: 149 - 185