Multivariate pareto portfolios: Tce-based capital allocation and divided differences

Scandinavian Actuarial Journal

Volumn 2007, Issue 4, 2007, Pages 261-280

  Chiragiev, Arthur ^a   Landsman, Zinoviy ^a  

^a UNIVERSITY OF HAIFA   (Israel)

Author keywords

Divided differences; Multivariate pareto distribution; Tail conditional expectation

Indexed keywords

EID: 51649105992     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230701554007     Document Type: Article

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