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TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
- Published online by Cambridge University Press:
- 05 January 2021, pp. 500-513
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MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 1 / January 2020
- Published online by Cambridge University Press:
- 21 October 2019, pp. 265-292
- Print publication:
- January 2020
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