Tail conditional moments for elliptical and log-elliptical distributions

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Publication:2374109

DOI10.1016/j.insmatheco.2016.09.001zbMath1371.60041OpenAlexW2521334532MaRDI QIDQ2374109

Tomer Shushi, Zinoviy Landsman, Udi E. Makov

Publication date: 14 December 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.09.001



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