Second-order properties of risk concentrations without the condition of asymptotic smoothness Tiantian MaoTaizhong Hu OriginalPaper 20 January 2013 Pages: 383 - 405
Extreme value theory with operator norming Mark M. MeerschaertHans-Peter SchefflerStilian A. Stoev OriginalPaper 27 January 2013 Pages: 407 - 428
Estimation of the tail index for lattice-valued sequences Muneya MatsuiThomas MikoschLaleh Tafakori OriginalPaper 03 February 2013 Pages: 429 - 455
The convex hull of consecutive pairs of observations from some time series models Richard A. DavisIrene Hueter OriginalPaper 07 February 2013 Pages: 487 - 505
Modeling multiple risks: hidden domain of attraction Abhimanyu MitraSidney I. Resnick OriginalPaper 16 March 2013 Pages: 507 - 538