Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach (Q631479)
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scientific article; zbMATH DE number 5865369
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| English | Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach |
scientific article; zbMATH DE number 5865369 |
Statements
Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach (English)
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14 March 2011
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multivariate Pareto distribution of the second kind
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tail conditional expectation
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0.8753817677497864
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0.8334642648696899
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0.830048143863678
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0.8163140416145325
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0.7941485047340393
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