Authors: Zhao, Yanchun¹ (AUTHOR), Mao, Tiantian¹ (AUTHOR) tmao@ustc.edu.cn, Yang, Fan² (AUTHOR)

Superior Title: Scandinavian Actuarial Journal. Sep2021, Vol. 2021 Issue 7, p599-622. 24p.

Subject Terms: *EXTREME value theory, *ASYMPTOTIC normality, *RISK (Insurance), *ACTUARIAL risk

Authors: Cai, Jun, Jia, Huameng, Mao, Tiantian

Superior Title: Scandinavian Actuarial Journal; Apr2022, Vol. 2022 Issue 3, p189-215, 27p

Subject Terms: PORTFOLIO management (Investments), VALUE at risk