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- id: CharpentierInsurance2021
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- id: ElliottNetworks2022
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- id: FengEstimating2012
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- id: GneccoCausal2021
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      day: 18
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  container-title: The Annals of Statistics
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- id: HofertVisualizing2016
  accessed:
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      day: 29
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- id: HubbardHow2014
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  citation-key: HubbardHow2014
  edition: 3 edition
  event-place: Hoboken, New Jersey
  ISBN: 978-1-118-53927-9
  issued:
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      day: 17
  language: English
  number-of-pages: '432'
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- id: HudsonRisk2014
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- id: KaplanNonparametric1958
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- id: KaplanQuantitative1981
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  citation-key: KaplanQuantitative1981
  container-title: Risk analysis
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  title: On the quantitative definition of risk
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- id: MarceloG.CruzModeling2002
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  citation-key: MarceloG.CruzModeling2002
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  event-place: Chichester
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- id: McNeilQuantitative2005
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    - family: Frey
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  event-place: Princeton
  ISBN: 0-691-12255-5
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  publisher: Princeton Univ. Press
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  title: 'Quantitative risk management : concepts, techniques and tools'
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- id: MoscadelliModelling2004
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      day: 27
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  citation-key: MoscadelliModelling2004
  event-place: Rochester, NY
  genre: SSRN Scholarly Paper
  issued:
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      month: 7
      day: 1
  number: ID 557214
  publisher: Social Science Research Network
  publisher-place: Rochester, NY
  title: >-
    The Modelling of Operational Risk: Experience with the Analysis of the Data
    Collected by the Basel Committee
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- id: NoldeExtreme2021
  accessed:
    - year: 2021
      month: 3
      day: 16
  author:
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      given: Natalia
    - family: Zhou
      given: Chen
  citation-key: NoldeExtreme2021
  container-title: Annual Review of Statistics and Its Application
  DOI: 10.1146/annurev-statistics-042720-015705
  issue: '1'
  issued:
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  page: 217-240
  title: Extreme Value Analysis for Financial Risk Management
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  volume: '8'

- id: Ou-YangEconomic2013
  accessed:
    - year: 2015
      month: 4
      day: 30
  author:
    - family: Ou-Yang
      given: Chieh
    - family: Kunreuther
      given: Howard
    - family: Michel-Kerjan
      given: Erwann
  citation-key: Ou-YangEconomic2013
  container-title: The Geneva Papers on Risk and Insurance - Issues and Practice
  container-title-short: Geneva Pap R I-Iss P
  DOI: 10.1057/gpp.2013.18
  ISSN: 1018-5895
  issue: '3'
  issued:
    - year: 2013
      month: 7
  language: en
  page: 521-546
  title: An Economic Analysis of Climate Adaptations to Hurricane Risk in St. Lucia
  type: article-journal
  URL: http://www.palgrave-journals.com/gpp/journal/v38/n3/abs/gpp201318a.html
  volume: '38'

- id: PengGExpectation2007
  accessed:
    - year: 2019
      month: 4
      day: 8
  author:
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      given: Shige
  citation-key: PengGExpectation2007
  container-title: Stochastic Analysis and Applications
  DOI: 10.1007/978-3-540-70847-6_25
  editor:
    - family: Benth
      given: Fred Espen
    - family: Di Nunno
      given: Giulia
    - family: Lindstrøm
      given: Tom
    - family: Øksendal
      given: Bernt
    - family: Zhang
      given: Tusheng
  event-place: Berlin, Heidelberg
  ISBN: 978-3-540-70846-9 978-3-540-70847-6
  issued:
    - year: 2007
  language: en
  page: 541-567
  publisher: Springer Berlin Heidelberg
  publisher-place: Berlin, Heidelberg
  title: G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type
  type: chapter
  URL: http://arxiv.org/abs/math/0601035

- id: PengNonlinear2004
  author:
    - family: Peng
      given: Shige
  citation-key: PengNonlinear2004
  collection-number: '1856'
  collection-title: Lecture Notes in Mathematics
  container-title: Stochastic Methods in Finance
  DOI: 10.1007/978-3-540-44644-6_4
  ISBN: 978-3-540-22953-7 978-3-540-44644-6
  issued:
    - year: 2004
  language: en
  page: 165-253
  publisher: Springer Berlin Heidelberg
  title: Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
  type: chapter
  URL: http://sisla06.samsi.info/fmse/pm/ShigePeng.pdf

- id: PengSurvey2009
  author:
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      given: ShiGe
  citation-key: PengSurvey2009
  container-title: 'Science in China Series A: Mathematics'
  container-title-short: Sci. China Ser. A-Math.
  DOI: 10.1007/s11425-009-0121-8
  ISSN: 1006-9283, 1862-2763
  issue: '7'
  issued:
    - year: 2009
      month: 7
      day: 1
  language: en
  page: 1391-1411
  title: >-
    Survey on normal distributions, central limit theorem, Brownian motion and
    the related stochastic calculus under sublinear expectations
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- id: PesentiReverse2019
  accessed:
    - year: 2020
      month: 9
      day: 21
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    - family: Millossovich
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    - family: Tsanakas
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  citation-key: PesentiReverse2019
  container-title: European Journal of Operational Research
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  DOI: 10.1016/j.ejor.2018.10.003
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    - year: 2019
      month: 4
      day: 16
  language: en
  page: 654-670
  title: 'Reverse sensitivity testing: What does it take to break the model?'
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  URL: https://openaccess.city.ac.uk/id/eprint/18896/
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- id: PesentiScenario2020
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      month: 9
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    - family: Bettini
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    - family: Millossovich
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    - family: Tsanakas
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  citation-key: PesentiScenario2020
  DOI: 10.2139/ssrn.3515274
  event-place: Rochester, NY
  genre: SSRN Scholarly Paper
  issued:
    - year: 2020
      month: 1
      day: 10
  language: en
  number: ID 3515274
  publisher: Social Science Research Network
  publisher-place: Rochester, NY
  title: >-
    Scenario Weights for Importance Measurement (SWIM) – An R Package for
    Sensitivity Analysis
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  URL: https://papers.ssrn.com/abstract=3515274

- id: RakhlinRisk2005
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      month: 7
      day: 18
  author:
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    - family: Panchenko
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    - family: Mukherjee
      given: Sayan
  citation-key: RakhlinRisk2005
  container-title: 'ESAIM: Probability and Statistics'
  DOI: 10.1051/ps:2005011
  ISSN: 1292-8100, 1262-3318
  issued:
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      month: 6
  page: 220-229
  title: Risk bounds for mixture density estimation
  type: article-journal
  URL: http://www.esaim-ps.org/10.1051/ps:2005011
  volume: '9'

- id: RosazzaGianinRisk2006
  accessed:
    - year: 2017
      month: 4
      day: 9
  author:
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      given: Emanuela
  citation-key: RosazzaGianinRisk2006
  container-title: 'Insurance: Mathematics and Economics'
  DOI: 10.1016/j.insmatheco.2006.01.002
  ISSN: '01676687'
  issue: '1'
  issued:
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      month: 8
  language: en
  page: 19-34
  title: Risk measures via -expectations
  type: article-journal
  volume: '39'

- id: RoussasAsymptotic1990
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      month: 4
      day: 15
  author:
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      given: George G.
  citation-key: RoussasAsymptotic1990
  container-title: Journal of Statistical Planning and Inference
  container-title-short: Journal of Statistical Planning and Inference
  DOI: 10.1016/0378-3758(90)90008-I
  ISSN: 0378-3758
  issue: '1'
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      month: 5
      day: 1
  page: 81-104
  title: >-
    Asymptotic normality of the kernel estimate under dependence conditions:
    application to hazard rate
  type: article-journal
  volume: '25'

- id: ScailletNonparametric2004
  accessed:
    - year: 2016
      month: 4
      day: 15
  author:
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      given: O.
  citation-key: ScailletNonparametric2004
  container-title: Mathematical Finance
  DOI: 10.1111/j.0960-1627.2004.00184.x
  ISSN: 1467-9965
  issue: '1'
  issued:
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      month: 1
      day: 1
  language: en
  page: 115-129
  title: Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
  type: article-journal
  URL: http://www.scaillet.ch/pdfs/condes.pdf
  volume: '14'

- id: ScandroglioEstimating2013
  accessed:
    - year: 2016
      month: 8
      day: 30
  author:
    - family: Scandroglio
      given: Giacomo
    - family: Gori
      given: Andrea
    - family: Vaccaro
      given: Emiliano
    - family: Voudouris
      given: Vlasios
  citation-key: ScandroglioEstimating2013
  container-title: International Journal of Financial Engineering and Risk Management
  container-title-short: International Journal of Financial Engineering and Risk Management
  DOI: 10.1504/IJFERM.2013.053713
  ISSN: 2049-0909
  issue: '1'
  issued:
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      month: 1
      day: 1
  page: 6-19
  title: >-
    Estimating VaR and ES of the spot price of oil using futures-varying
    centiles
  type: article-journal
  URL: >-
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- id: SluijsCombining2005
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    - family: Craye
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    - family: Funtowicz
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    - family: Kloprogge
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    - family: Ravetz
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  citation-key: SluijsCombining2005
  container-title: Risk Analysis
  DOI: 10.1111/j.1539-6924.2005.00604.x
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  title: >-
    Combining Quantitative and Qualitative Measures of Uncertainty in
    Model-Based Environmental Assessment: The NUSAP System
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  volume: '25'

- id: SyEstimation2000
  accessed:
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      month: 4
      day: 15
  author:
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      given: Judy P.
    - family: Taylor
      given: Jeremy M. G.
  citation-key: SyEstimation2000
  container-title: Biometrics
  DOI: 10.1111/j.0006-341X.2000.00227.x
  ISSN: 1541-0420
  issue: '1'
  issued:
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      month: 3
      day: 1
  language: en
  page: 227-236
  title: Estimation in a Cox Proportional Hazards Cure Model
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  volume: '56'

- id: TaylorEstimating2008
  accessed:
    - year: 2016
      month: 4
      day: 15
  author:
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      given: James W.
  citation-key: TaylorEstimating2008
  container-title: Journal of Financial Econometrics
  container-title-short: JOURNAL OF FINANCIAL ECONOMETRICS
  DOI: 10.1093/jjfinec/nbn001
  ISSN: 1479-8409, 1479-8417
  issue: '2'
  issued:
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      day: 20
  language: en
  page: 231-252
  title: Estimating Value at Risk and Expected Shortfall Using Expectiles
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  URL: http://users.ox.ac.uk/~mast0315/ExpectilesVaR%26ES.pdf
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- id: TaylorUsing2008
  accessed:
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  citation-key: TaylorUsing2008
  container-title: Journal of Financial Econometrics
  container-title-short: JOURNAL OF FINANCIAL ECONOMETRICS
  DOI: 10.1093/jjfinec/nbn007
  ISSN: 1479-8409, 1479-8417
  issue: '3'
  issued:
    - year: 2008
      month: 6
      day: 20
  language: en
  page: 382-406
  title: >-
    Using Exponentially Weighted Quantile Regression to Estimate Value at Risk
    and Expected Shortfall
  type: article-journal
  URL: http://users.ox.ac.uk/~mast0315/EWQRVaRExpSh.pdf
  volume: '6'

- id: VazquezModeling2006
  accessed:
    - year: 2015
      month: 5
      day: 9
  author:
    - family: Vázquez
      given: Alexei
    - family: Oliveira
      given: João Gama
    - family: Dezsö
      given: Zoltán
    - family: Goh
      given: Kwang-Il
    - family: Kondor
      given: Imre
    - family: Barabási
      given: Albert-László
  citation-key: VazquezModeling2006
  container-title: Physical Review E
  DOI: 10.1103/PhysRevE.73.036127
  issue: '3'
  issued:
    - year: 2006
  page: '036127'
  title: Modeling bursts and heavy tails in human dynamics
  type: article-journal
  URL: https://arxiv.org/abs/physics/0510117
  volume: '73'
...
