Center-outward quantiles and the measurement of multivariate risk

  1. Beirlant, J.
  2. Buitendag, S.
  3. del Barrio, E.
  4. Hallin, M.
  5. Kamper, F.
Journal:
Insurance: Mathematics and Economics

ISSN: 0167-6687

Year of publication: 2020

Volume: 95

Pages: 79-100

Type: Article

DOI: 10.1016/J.INSMATHECO.2020.08.005 GOOGLE SCHOLAR