7McNeil A J,Frey R.Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach. Journal of Empirical Finance . 2000
8Hill B M.A simple general approach to inference about the tail of a distribution. The Annals of Statistics . 1975
8Wei Cui, Yang J P, Lan Wu. Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles [J].Insurance: Mathematics and Economics, 2013, 53(1): 74 85.
