Modelling random vectors of dependent risks with different elliptical components
Zinoviy Landsman and Tomer Shushi
| Year of publication: |
2022
|
|---|---|
| Authors: | Landsman, Zinoviy ; Shushi, Tomer |
| Subject: | Elliptical distributions | Multi-spherical distributions | Risk measures | Spherical distributions | Tail value at risk | Value at risk | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Risiko | Risk | Theorie | Theory | Risikomanagement | Risk management | Messung | Measurement | Wahrscheinlichkeitsrechnung | Probability theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499521000038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187281