Author:
Chiragiev Arthur,Landsman Zinoviy
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference22 articles.
1. Coherent Measures of Risk
2. Residual Life Time at Great Age
3. Conditional tail expectations for multivariate phase-type distributions
4. Cai , J. & Tan , K. S. ( 2005 ). CTE and capital allocation under the skew elliptical distributions . Working Paper .
Cited by
47 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献