Alternative expectation formulas for real-valued random vectors

DOI10.1080/03610926.2018.1543773MaRDI QIDQ5085588zbMATH OpenOpenAlexFDO

Authors Haruhiko Ogasawara

Publication date 27 June 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1543773

zbMATH Keywords

Hoeffding's lemmaiterated integralproduct momentssurvival function

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Univariate and multivariate Pareto models

Cited in

(7)

• A general treatment of alternative expectation formulae
• A further remark on the alternative expectation formula
• Another Remark on the Alternative Expectation Formula
• Generalized moments of sums with heavy-tailed random summands
• Moment inequalities for nonnegative random variables
• A revisit to tail risk measures in the presence of bivariate regularly varying tailed insurance and financial risks
• Representations of characteristic function via survival function and generalized inverse function

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