ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS

Publisher: Cambridge University Press

E-ISSN: 1783-1350|44|3|613-633

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.44, Iss.3, 2014-06, pp. : 613-633

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Abstract