Bivariate Tail Conditional Co-Expectation for elliptical distributions
Roy Cerqueti, Arsen Palestini
| Year of publication: |
2024
|
|---|---|
| Authors: | Cerqueti, Roy ; Palestini, Arsen |
| Subject: | Elliptical distributions | Multivariate distributions | Systemic risk measure | Tail Conditional Co-Expectation | Statistische Verteilung | Statistical distribution | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risikomaß | Risk measure | Systemrisiko | Systemic risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015357888