Zoia, Maria Grazia; Vacca, Gianmarco; Barbieri, Laura - In: Risks 8 (2020) 4, pp. 1-21
via its own orthogonal polynomials. This approach, formerly adopted for univariate series, is here extended to a …, obtained by using Hermite polynomials. This work shows how polynomial expansions of an entire class of spherical laws can be …