A General Setting and Solution of Bellman Equation in Monetary Theory. - Xiaoli Gan; Wanbo Lu (J. Appl. Math., 2014)

On the asymptotics of value-at-risk for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails. - Guo-Dong Xing; Xiaoli Gan; Xiaohu Li; Shanchao Yang (Commun. Stat. Simul. Comput., 2020)