Pages that link to "Item:Q2415969"
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The following pages link to Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969):
Displaying 8 items.
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
- On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273) (← links)
- A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures (Q2665869) (← links)
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
- Tail conditional risk measures for location-scale mixture of elliptical distributions (Q3390364) (← links)
- TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS (Q5051183) (← links)
- Tail conditional moment for generalized skew-elliptical distributions (Q5861174) (← links)
- Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions (Q6077261) (← links)
