Discussion on “Asymptotic Analysis of Multivariate Tail Conditional Expectations,” by Li Zhu and Haijun Li, Volume 16(3)
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Publication:5742637
DOI10.1080/10920277.2013.781409zbMath1412.60076OpenAlexW1982243935MaRDI QIDQ5742637
Publication date: 15 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2013.781409
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Uses Software
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- Ordering risks: expected utility theory versus Yaari's dual theory of risk
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- Risk Measures and Comonotonicity: A Review
- The Dual Theory of Choice under Risk
- Tail Conditional Expectations for Elliptical Distributions
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