Skip to main navigation
Skip to search
Skip to main content
University of Haifa Home
Update your profile
Home
Researchers
Research units
Research output
Search by expertise, name or affiliation
Tail variance for generalised hyper-elliptical models
Katja Ignatieva,
Zinoviy Landsman
Department of Statistics
Research output
:
Contribution to journal
›
Article
›
peer-review
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Tail variance for generalised hyper-elliptical models'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Tail Variance
100%
HyPer
100%
Elliptical Model
100%
Elliptical Family
60%
Generalized Inverse Gaussian Distribution
60%
Valuable Insight
40%
Elliptical Distribution
40%
Tail Conditional Expectation
40%
Extreme Losses
20%
Highly Adaptable
20%
Risk Assessment
20%
Closed-form Expression
20%
Risk Perception
20%
Managing Risk
20%
Risk Measures
20%
Tail Distribution
20%
Incremental Risk
20%
Correlated Risk
20%
Loss Distribution
20%
Family of Distributions
20%
Laplace
20%
Gaussian Mixture
20%
Insurance Industry
20%
Novel Family
20%
Financial Sector
20%
Financial Industry
20%
Insurance Mathematics
20%
Tail Risk
20%
Insurance Economics
20%
Insurance Sector
20%
Computer Science
Theoretical Framework
100%
closed-form expression
100%
Loss Distribution
100%
Gaussian Mixture
100%
Financial Industry
100%
Mathematics
Variance
100%
Conditional Expectation
40%
Elliptical Distribution
40%
Inverse Gaussian
40%
Closed Form
20%
Risk Measure
20%
Loss Distribution
20%
Inverse Gaussian Distribution
20%
Insurance Mathematics
20%
Insurance Economics
20%
Economics, Econometrics and Finance
Conditional Tail Expectation
100%
Industry
50%
Insurance Mathematics
50%
Insurance Economics
50%