Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions

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Publication:2415974

DOI10.1016/j.insmatheco.2019.02.010zbMath1411.91293OpenAlexW2918627744MaRDI QIDQ2415974

So-Yeun Kim, Joseph H. T. Kim

Publication date: 23 May 2019

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.02.010



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