Lévy processes and infinitely divisible distributions are increasingly defined in terms of their Lévy measure. In order to describe the dependence structure of a multivariate Lévy measure, Tankov (2003) introduced Lévy copulas on <formula format="inline"><file name="sjos_527_mu1.gif" type="gif" /></formula>. (For an extension to <b><openface>R</openface>-super-<b>""m""</b></b>, see Kallsen & Tankov,...

Expressions for (absolute) moments of generalized hyperbolic and normal inverse Gaussian (NIG) laws are given in terms of moments of the corresponding symmetric laws. For the (absolute) moments centred at the location parameter "μ" explicit expressions as series containing Bessel functions are...