Bivariate tail conditional co-expectation for elliptical distributions
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Publication:6665604
DOI10.1016/J.INSMATHECO.2024.09.004MaRDI QIDQ6665604FDOQ6665604
Authors: Roy Cerqueti, Arsen Palestini 
Publication date: 17 January 2025
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
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elliptical distributionsmultivariate distributionssystemic risk measuretail conditional co-expectation
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