Multivariate extreme Cvar based on the D-norm

DOI10.56947/C8JM1Y94MaRDI QIDQ7306612zbMATH OpenFDO

Authors Henoc Bouda, Frédéric Béré, Caleb-Rodolphe Bazié

Publication date 30 July 2026

Published in Gulf Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.56947/C8JM1Y94

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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