A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics (Q4577205)
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scientific article; zbMATH DE number 6904590
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| English | A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics |
scientific article; zbMATH DE number 6904590 |
Statements
A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics (English)
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17 July 2018
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exponential distribution
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Pareto distribution
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divided differences
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tail conditional expectation
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tail conditional correlation
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regular variation
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rapid variation
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