Multivariate Families with Mixture Dependence

By Arthur Chiragiev and Zinoviy Landsman

In this thesis we consider the problem of capital allocation, based on tail conditional expectation (TCE), for the class of the dependent multivariate family of distributions that essentially... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3843368309
• ISBN13: 9783843368308
• Release Date: November 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 104 Pages
• Weight: 0.36 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"