A multivariate tail covariance measure for elliptical distributions
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
- 期刊名称Insurance: Mathematics and Economics
- 作者Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
- 印刷ISSN0167-6687
- 文件大小481.40KB
- 发表时间2018-4
- DOI10.1016/j.insmatheco.2018.04.002