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On the asymptotics of tail conditional expectation for port..:
Xing, Guo-dong
;
Li, Xiaohu
;
Yang, Shanchao
Communications in Statistics - Simulation and Computation. 49 (2018) 8 - p. 2049-2058 , 2018
Link:
https://doi.org/10.1080/03610918.2018.1510526
RT Journal T1 <Title>On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_03610918.2018.1510526&Exemplar=1&LAN=DE A1 Xing, Guo-dong A1 Li, Xiaohu A1 Yang, Shanchao PB Informa UK Limited YR 2018 SN 0361-0918 SN 1532-4141 JF Communications in Statistics - Simulation and Computation VO 49 IS 8 SP 2049 OP 2058 LK http://dx.doi.org/https://doi.org/10.1080/03610918.2018.1510526 DO https://doi.org/10.1080/03610918.2018.1510526 SF ELIB - SuUB Bremen
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