Skew-elliptical distributions with applications in risk theory (Q1707559)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Skew-elliptical distributions with applications in risk theory |
scientific article; zbMATH DE number 6855306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skew-elliptical distributions with applications in risk theory |
scientific article; zbMATH DE number 6855306 |
Statements
Skew-elliptical distributions with applications in risk theory (English)
0 references
3 April 2018
0 references
Esscher premium
0 references
loss distributions
0 references
optimal portfolio selection
0 references
skew-elliptical distributions
0 references
tail value at risk
0 references
0 references
0 references
0 references
0 references
0 references
0 references
