Acciaio, B., & Herzel, S. (2010). An affine intensity model for large credit portfolios. International Journal of Risk Assessment and Management, 14(6), 479. https://doi.org/10.1504/ijram.2010.037086 ( reposiTUm)

Acciaio, B., & Penner, I. (2011). Dynamic Risk Measures. In Advanced Mathematical Methods for Finance (pp. 1–34). Springer Verlag. https://doi.org/10.1007/978-3-642-18412-3_1 ( reposiTUm)