Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios
Crossref DOI link: https://doi.org/10.1007/s10260-021-00610-5
Published Online: 2021-11-22
Published Print: 2022-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Amiri, Mehdi http://orcid.org/0000-0001-9449-8791
Balakrishnan, Narayanaswamy
Eftekharian, Abbas
Text and Data Mining valid from 2021-11-22
Version of Record valid from 2021-11-22
Article History
Accepted: 15 October 2021
First Online: 22 November 2021