Pages that link to "Item:Q2665869"

The following pages link to A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures (Q2665869):

Displaying 10 items.

• Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (Q896761) (← links)
• Efficient simulation of tail probabilities for sums of log-elliptical risks (Q1946192) (← links)
• Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
• Multivariate tail conditional expectation for elliptical distributions (Q2520449) (← links)
• Nonparametric Risk Management With Generalized Hyperbolic Distributions (Q3071150) (← links)
• Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions (Q6077261) (← links)
• Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
• Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
• Introducing a family of distributions by using the class of normal mean-variance mixture (Q6537370) (← links)
• Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)