Tail moments and tail joint moments for multivariate generalized hyperbolic distribution
type: Item
instance of: scholarly article
title: Tail moments and tail joint moments for multivariate generalized hyperbolic distribution
author: Yang Yang
author: Guojing Wang
author: Jing Yao
published in: Journal of Computational and Applied Mathematics
publication date: 2024-12-16T00:00:00Z
Mathematics Subject Classification ID: 91Gxx
Mathematics Subject Classification ID: 91Bxx
Mathematics Subject Classification ID: 62Pxx
zbMATH DE Number: 7958844
zbMATH Keywords: tail moment
zbMATH Keywords: tail joint moment
zbMATH Keywords: risk measure
zbMATH Keywords: risk aggregation
zbMATH Keywords: multivariate generalized hyperbolic distribution
MaRDI profile type: MaRDI publication profile
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DOI: 10.1016/J.CAM.2024.116307
description: scientific article; zbMATH DE number 7958844