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Books

Tail Conditional Expectation for Multivariate Pareto Portfolio
Tail Conditional Expectation for Multivariate Pareto Portfolio
TCE-Based Capital Allocation in the Case of Multivariate Pareto Distribution »
 
 
 
 
 

Multivariate Families with Mixture Dependence
Multivariate Families with Mixture Dependence
Properties, Tail Conditional Expectation and Capital Allocation »
 
 
 
 
 

 
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