Tail Conditional Expectations for Exponential Dispersion Models

DOI10.2143/AST.35.1.583172zbMath1099.62122OpenAlexW4239759957MaRDI QIDQ5490585

Zinoviy Landsman, Emiliano A. Valdez

Publication date: 4 October 2006

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.35.1.583172

Mathematics Subject Classification ID

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Cites Work

• Coherent Measures of Risk
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