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Multivariate Families with Mixture Dependence: Properties, Tail Conditional Expectation and Capital Allocation,Used Multivariate Families with Mixture Dependence: Properties, Tail Conditional Expectation and Capital Allocation,Used
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Multivariate Families with Mixture Dependence: Properties, Tail Conditional Expectation and...
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...
Sale price$88.61 Regular price$126.59
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