Tail Variance Premium with Applications for Elliptical Portfolio of Risks (Q3632844): Difference between revisions

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+Relative Importance of Risk Sources in Insurance Systems
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+A Universal Framework for Pricing Financial and Insurance Risks
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+An Actuarial Index of the Right-Tail Risk
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+On the theory of elliptically contoured distributions
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+Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions
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+Coherent Measures of Risk
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+Tail dependence for elliptically contoured distributions
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+On the generalization of Stein's lemma for elliptical class of distributions
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+Financial Data Analysis with Two Symmetric Distributions
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+Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks
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+Q3136286
@@ Property / cites work: Q3136286 / rank @@
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+https://doi.org/10.2143/ast.36.2.2017929
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+W4236377596
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+Publication:3632844