Multivariate tail conditional expectation for elliptical distributions
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
- 期刊名称Insurance: Mathematics and Economics
- 作者Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
- 卷第70卷
- 印刷ISSN0167-6687
- 文件大小645.48KB
- 发表时间2016-09
- DOI10.1016/j.insmatheco.2016.05.017
- 页码216-223