Semi-parametric modelling in finance: theoretical foundations

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Wang’s capital allocation formula for elliptically contoured distributions (2003, background): “See for example Embrechts, et al. (2001) and Bingham and Kiesel (2002).”
Tail Conditional Expectations for Elliptical Distributions (2003, background): “In general, though, we find that we can express λ in (4) as”
Stein's Lemma for elliptical random vectors (2008, methodology): “[5], Bingham and Kiesel [1] and McNeil et al.”
The Kotz-type distribution with applications (2003, methodology): “modeling of returns of assests in a financial portfolio (Bingham and Kiesel, 2002). The Kotz type distribution also has applications in Bayesian regression models, see ArellanoValle et al. (2002). 356 S.”
A semi-parametric approach to risk management (2003, background): “For background, see Fang et al (1990, chapter 2), Bingham and Kiesel (2002).”
Description of an ecological niche for a mixed local/nonlocal dispersal: An evolution equation and a new Neumann condition arising from the superposition of Brownian and Lévy processes (2021, methodology): “We also remark that diffusive operators of mixed order naturally arise in probabilistic problems for infinitely divisible distributions via the Lévy-Khintchine formula and find applications in different fields of applied sciences, including phylogeny (see [32]) and finance (see [9]).”