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Quantitative risk management: concepts, techniques and tools, , and . #pub-pup#, (2005)On convolution tails, and . Stochastic Processes and their Applications, 13 (3): 263--278 (September 1982)Modelling extremal events: for insurance and finance, , and . Springer Science & Business Media, (2013)Modelling of extremal events in insurance and finance., and . Math. Methods Oper. Res., 39 (1): 1-34 (1994)Meta densities and the shape of their sample clouds., , and . J. Multivar. Anal., 101 (7): 1738-1754 (2010)Quantitative risk management, , and . Princeton series in finance Princeton Univ. Press, Princeton, NJ u.a., (2005)Editorial., , , , and . Finance and Stochastics, 8 (1): 1-2 (2004)Modelling extremal events, , and . British actuarial journal, 5 (2): 465--465 (1999)A note on generalized inverses., and . Math. Methods Oper. Res., 77 (3): 423-432 (2013)Sample quantiles of heavy tailed stochastic processes, and . Stochastic Processes and their Applications, 59 (2): 217--233 (October 1995)