Tail Conditional Expectations for Elliptical Distributions

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Publication:5715937

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DOI10.1080/10920277.2003.10596118zbMath1084.62512OpenAlexW2142261996MaRDI QIDQ5715937

Emiliano A. Valdez, Zinoviy Landsman

Publication date: 5 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2003.10596118

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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