Bivariate tail conditional co-expectation for elliptical distributions (Q6665604)
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scientific article; zbMATH DE number 7969406
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| English | Bivariate tail conditional co-expectation for elliptical distributions |
scientific article; zbMATH DE number 7969406 |
Statements
Bivariate tail conditional co-expectation for elliptical distributions (English)
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17 January 2025
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tail conditional co-expectation
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multivariate distributions
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elliptical distributions
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systemic risk measure
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0.8360562920570374
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0.8264505863189697
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0.8254730105400085
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0.7950225472450256
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0.7800363898277283
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