Multivariate tail conditional expectation for elliptical distributions

By Zinoviy Landsman, U. Makov, T. Shushi. 2016

52 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/5973ee45d10be3681ec0c30bd18906b05e72ed84