Tail variance premiums for log-elliptical distributions (Q2443222)

From MaRDI portal
Revision as of 13:03, 10 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q190762)
scientific article
Language Label Description Also known as
English
Tail variance premiums for log-elliptical distributions
scientific article

    Statements

    title
    Tail variance premiums for log-elliptical distributions (English)
    0 references
    author
    Nika Pat
    0 references
    Jan Dhaene
    0 references
    publication date
    4 April 2014
    0 references
    zbMATH Keywords
    tail variance premium
    0 references
    log-elliptical distributions
    0 references
    comonotonicity
    0 references

    Identifiers

    zbMATH DE Number
    6279959
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2443222&oldid=20441617"
    Powered by MediaWiki