Skew-elliptical distributions with applications in risk theory (Q1707559)
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scientific article; zbMATH DE number 6855306
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Skew-elliptical distributions with applications in risk theory |
scientific article; zbMATH DE number 6855306 |
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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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0.8066071271896362
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0.8059961199760437
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0.8055652379989624
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0.8020389676094055
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0.7960227727890015
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