Bivariate tail conditional co-expectation for elliptical distributions

DOI10.1016/J.INSMATHECO.2024.09.004MaRDI QIDQ6665604

Roy Cerqueti, Arsen Palestini

Publication date: 17 January 2025

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

elliptical distributionsmultivariate distributionssystemic risk measuretail conditional co-expectation

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• Two Theorems for Inferences about the Normal Distribution with Applications in Acceptance Sampling

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