Tail conditional moment for generalized skew-elliptical distributions (Q5861174)
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scientific article; zbMATH DE number 7484655
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tail conditional moment for generalized skew-elliptical distributions |
scientific article; zbMATH DE number 7484655 |
Statements
Tail conditional moment for generalized skew-elliptical distributions (English)
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4 March 2022
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tail conditional expectation
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tail variance
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tail conditional moments
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measure of risk
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generalized skew-elliptical distributions
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0.8643665909767151
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0.8019760251045227
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0.7974960803985596
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0.7951483130455017
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0.782623827457428
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