Pages that link to "Item:Q2520449"
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The following pages link to Multivariate tail conditional expectation for elliptical distributions (Q2520449):
Displayed 23 items.
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- Stein's lemma for truncated elliptical random vectors (Q1640970) (← links)
- A multivariate tail covariance measure for elliptical distributions (Q1667406) (← links)
- Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
- Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
- A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation (Q2022559) (← links)
- A new class of multivariate elliptically contoured distributions with inconsistency property (Q2065475) (← links)
- Multivariate tail covariance risk measure for generalized skew-elliptical distributions (Q2122044) (← links)
- The location of a minimum variance squared distance functional (Q2155839) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273) (← links)
- Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures (Q2364013) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
- Tail conditional risk measures for location-scale mixture of elliptical distributions (Q3390364) (← links)
- TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS (Q5051183) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
- Stein’s Lemma for generalized skew-elliptical random vectors (Q5078520) (← links)
- Unified and non-recursive formulas for moments of the normal distribution with stripe truncation (Q5104490) (← links)
- Multivariate tail conditional expectation for scale mixtures of skew-normal distribution (Q5107515) (← links)
- Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions (Q5866050) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions (Q6077261) (← links)
- Up- and down-correlations in normal variance mixture models (Q6192365) (← links)