Risk Concentration Based on the Tail Distortion Risk Measure under Generalized FGM Copula
2016 ◽
Vol 68
◽
pp. 101-109
◽
2019 ◽
Vol 49
(12)
◽
pp. 2931-2941
◽
2013 ◽
Vol 83
(12)
◽
pp. 2703-2710
◽
2010 ◽
Vol 47
(2)
◽
pp. 198-205
◽
2014 ◽
Vol 44
(20)
◽
pp. 1-1
2018 ◽
Vol 49
(2)
◽
pp. 491-503
Keyword(s):