Tail risk of multivariate regular variation (Q429988)

From MaRDI portal
Revision as of 22:46, 9 February 2024 by RedirectionBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Tail risk of multivariate regular variation
scientific article

    Statements

    title
    Tail risk of multivariate regular variation (English)
    0 references
    author
    Haijun Li
    0 references
    Joe, Harry
    0 references
    publication date
    20 June 2012
    0 references
    zbMATH Keywords
    coherent risk
    0 references
    tail conditional expectation
    0 references
    copulas
    0 references
    tail dependence
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62H05
    0 references
    62G32
    0 references
    62H10
    0 references
    62P05
    0 references
    zbMATH DE Number
    6048538
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q429988&oldid=20323268"
    Powered by MediaWiki