Multivariate tail covariance risk measure for generalized skew-elliptical distributions (Q2122044)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate tail covariance risk measure for generalized skew-elliptical distributions |
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Multivariate tail covariance risk measure for generalized skew-elliptical distributions (English)
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5 April 2022
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generalized skew-elliptical distribution
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generalized skew Student-\(t\) distribution
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generalized skew-logistic distribution
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multivariate risk measures
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multivariate tail covariance
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tail variance
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