Multivariate tail conditional expectation for elliptical distributions (Q2520449)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate tail conditional expectation for elliptical distributions |
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Multivariate tail conditional expectation for elliptical distributions (English)
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13 December 2016
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elliptical distributions
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multivariate risk measures
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tail conditional expectation
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cumulative generator
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semi-subadditivity
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positive homogeneity
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