Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach
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Publication:631479
DOI10.1007/s11009-009-9131-9zbMath1208.60014MaRDI QIDQ631479
Publication date: 14 March 2011
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-009-9131-9
60E05: Probability distributions: general theory
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