Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558)
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: Tail moments and tail joint moments for multivariate generalized hyperbolic distribution |
scientific article; zbMATH DE number 7958844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail moments and tail joint moments for multivariate generalized hyperbolic distribution |
scientific article; zbMATH DE number 7958844 |
Statements
Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (English)
0 references
16 December 2024
0 references
tail moment
0 references
tail joint moment
0 references
risk measure
0 references
risk aggregation
0 references
multivariate generalized hyperbolic distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
