Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558)
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scientific article; zbMATH DE number 7958844
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| English | Tail moments and tail joint moments for multivariate generalized hyperbolic distribution |
scientific article; zbMATH DE number 7958844 |
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Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (English)
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16 December 2024
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tail moment
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tail joint moment
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risk measure
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risk aggregation
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multivariate generalized hyperbolic distribution
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0.8389409184455872
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0.7699670195579529
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0.7615333795547485
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0.7596898674964905
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0.7589386701583862
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