A multivariate tail covariance measure for elliptical distributions (Q1667406): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2018.04.002
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+W2800478452
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+Q3996150
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+Tail Variance Premium with Applications for Elliptical Portfolio of Risks
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+Q3136286
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+Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions
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+Multivariate tail conditional expectation for elliptical distributions
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+Tail conditional moments for elliptical and log-elliptical distributions
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+Tail Conditional Expectations for Elliptical Distributions
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+Some families of the Hurwitz-Lerch zeta functions and associated fractional derivative and other integral representations
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