TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS (Q5051183)
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scientific article; zbMATH DE number 7621892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS |
scientific article; zbMATH DE number 7621892 |
Statements
TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS (English)
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22 November 2022
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generalized skew-elliptical distributions
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generalized skew-Laplace
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generalized skew-logistic
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generalized skew student-\(t\)
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multivariate risk measures
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tail conditional expectations
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