Bivariate tail conditional co-expectation for elliptical distributions
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Cites work
- Coherent measures of risk
- Covar of families of copulas
- Crypto price discovery through correlation networks
- scientific article; zbMATH DE number 1614382 (Why is no real title available?)
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
- Multivariate T-Distributions and Their Applications
- Multivariate tail conditional expectation for elliptical distributions
- On dependence consistency of CoVaR and some other systemic risk measures
- On multivariate extensions of conditional-tail-expectation
- Optimal managing of forest structure using data simulated optimal control
- Risk measures for skew normal mixtures
- Stochastic orders and co-risk measures under positive dependence
- Systemic risk: conditional distortion risk measures
- Tail Conditional Expectations for Elliptical Distributions
- The skew normal multivariate risk measurement framework
- The skew-normal and related families. With the collaboration of Antonella Capitanio.
- Two Theorems for Inferences about the Normal Distribution with Applications in Acceptance Sampling
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