Multivariate tail conditional expectation for scale mixtures of skew-normal distribution (Q5107515)
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scientific article; zbMATH DE number 7193890
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate tail conditional expectation for scale mixtures of skew-normal distribution |
scientific article; zbMATH DE number 7193890 |
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Multivariate tail conditional expectation for scale mixtures of skew-normal distribution (English)
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27 April 2020
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skew-normal distribution
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scale mixtures of skew-normal distribution
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multivariate risk measures
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tail conditional expectation
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