Tail conditional moments for elliptical and log-elliptical distributions
Year of publication: |
November 2016
|
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Authors: | Landsman, Zinoviy ; Makov, Udi ; Shushi, Tomer |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 71.2016, p. 179-188
|
Subject: | Elliptical distributions | Log-elliptical distributions | Tail conditional expectation | Tail conditional moments | Tail variance | Statistische Verteilung | Statistical distribution | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory |
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