Bivariate tail conditional co-expectation for elliptical distributions (Q6665604)
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scientific article; zbMATH DE number 7969406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bivariate tail conditional co-expectation for elliptical distributions |
scientific article; zbMATH DE number 7969406 |
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Bivariate tail conditional co-expectation for elliptical distributions (English)
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17 January 2025
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tail conditional co-expectation
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multivariate distributions
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elliptical distributions
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systemic risk measure
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