Titel | ISBN-13 (ISBN-10) | Erschei- nungsjahr | andere Autoren |
---|---|---|---|
Multivariate Families with Mixture Dependence: Properties, Tail Conditional Expectation and Capital Allocation | 978-3-8433-6830-8 (3-8433-6830-9) | 2010 | Zinoviy Landsman |
Tail Conditional Expectation for Multivariate Pareto Portfolio: TCE-Based Capital Allocation in the Case of Multivariate Pareto Distribution | 978-3-8383-1557-7 (3-8383-1557-X) | 2009 |