1 Fitting bivariate loss distributions with copulas
Stuart A. Klugman,Rahul Parsa

Insurance: Mathematics and Economics
Volume 24, Issues 1–2, 31 March 1999, Pages 139–148
http://www.sciencedirect.com/science/article/pii/S0167668798000390

2 PORTFOLIO THEORY FOR "FAT TAILS"
D. SORNETTE, J. V. ANDERSEN, P. SIMONETTI
International Journal of Theoretical and Applied Finance (IJTAF)  

Volume: 3, Issue: 3(2000) pp. 523-535     DOI: 10.1142/S0219024900000504

http://www.worldscinet.com/ijtaf/03/0303/S0219024900000504.html