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On a Multivariate Extension for Copula-Based Conditional Value at Risk.

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Bibliographic Details
Title: On a Multivariate Extension for Copula-Based Conditional Value at Risk.
Authors: Molina Barreto, Andres Mauricio1 (AUTHOR) molina.mauricio@keio.jp
Source: Journal of Statistical Theory & Applications. 5/12/2026, Vol. 25 Issue 1, p1-45. 45p.
Database: Mathematics Source
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Description
ISSN:15387887
DOI:10.1007/s44199-026-00174-x