Calculation of Bayes premium for conditional elliptical risks (Q2447418): Difference between revisions

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+On the theory of elliptically contoured distributions
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+The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
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+Q3523756
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+On the generalization of Stein's lemma for elliptical class of distributions
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+Stein's lemma for elliptical random vectors
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+Tail Conditional Expectations for Elliptical Distributions
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+Estimation of the mean of a multivariate normal distribution
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+Wang's capital allocation formula for elliptically contoured distributions.
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+Bounds and approximations for sums of dependent log-elliptical random variables
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+Optimal approximations for risk measures of sums of lognormals based on conditional expectations
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