Tail variance for Generalized Skew-Elliptical distributions (Q5079253)
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scientific article; zbMATH DE number 7532288
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| English | Tail variance for Generalized Skew-Elliptical distributions |
scientific article; zbMATH DE number 7532288 |
Statements
Tail variance for Generalized Skew-Elliptical distributions (English)
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25 May 2022
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Generalized Skew-Elliptical distributions
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risk measure
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tail conditional expectation
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tail variance
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