Skew-elliptical distributions with applications in risk theory (Q1707559)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skew-elliptical distributions with applications in risk theory |
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Skew-elliptical distributions with applications in risk theory (English)
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3 April 2018
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Esscher premium
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loss distributions
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optimal portfolio selection
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skew-elliptical distributions
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tail value at risk
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