Showing 1 - 4 results of 4 for search '"tail conditional expectation"', query time: 1.97s Refine Results
  1. 1
    Multivariate Tail Moments for Log-Elliptical Dependence Structures as Measures of Risks
    by Zinoviy Landsman, Tomer Shushi
    Published 2021-03-01
    Subjects: “...multivariate tail conditional expectation...”
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    Article
  2. 2
    Dynamic shortfall constraints for optimal portfolios
    by Bernd Luderer, Ralf Wunderlich, Daniel Akume
    Published 2010-06-01
    Subjects: “...Tail Conditional Expectation...”
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    Article
  3. 3
    Analysis and Forecasting of Risk in Count Processes
    Subjects: “...tail conditional expectation...”
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    Article
  4. 4
    Tail Conditional Expectations Based on Kumaraswamy Dispersion Models
    by Indranil Ghosh, Filipe J. Marques
    Published 2021-06-01
    Subjects: “...tail conditional expectations...”
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    Article
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