Pages that link to "Item:Q2443222"

The following pages link to Tail variance premiums for log-elliptical distributions (Q2443222):

Displaying 10 items.

• A multivariate tail covariance measure for elliptical distributions (Q1667406) (← links)
• Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
• Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
• The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147) (← links)
• The location of a minimum variance squared distance functional (Q2155839) (← links)
• Tail conditional moments for elliptical and log-elliptical distributions (Q2374109) (← links)
• On the generalization of Esscher and variance premiums modified for the elliptical family of distributions (Q2485528) (← links)
• Tail variance for Generalized Skew-Elliptical distributions (Q5079253) (← links)
• Tail conditional moment for generalized skew-elliptical distributions (Q5861174) (← links)
• Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)