Tail variance premiums for log-elliptical distributions (Q2443222)

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Tail variance premiums for log-elliptical distributions
scientific article

    Statements

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

    zbMATH DE Number
    6279959
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