Tail risk of multivariate regular variation (Q429988)
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scientific article; zbMATH DE number 6048538
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tail risk of multivariate regular variation |
scientific article; zbMATH DE number 6048538 |
Statements
Tail risk of multivariate regular variation (English)
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20 June 2012
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coherent risk
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tail conditional expectation
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copulas
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tail dependence
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0.8310242295265198
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0.8239402770996094
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0.8210529088973999
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0.8205417394638062
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