Tail Conditional Expectations for Elliptical Distributions

North American Actuarial Journal

Volumn 7, Issue 4, 2003, Pages 55-71

  Landsman, Zinoviy M ^a   Valdez, Emiliano A ^b  

^a UNIVERSITY OF HAIFA   (Israel)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011180246     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2003.10596118     Document Type: Article

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