Expressions for Marginal Mean Excess and Marginal Expected Shortfall Measures under Bivariate Scale Mixture of Normal Distribution
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Overview
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Research
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Extended skew-normal distribution
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Extended skew-scale mixture of normal distribution
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Marginal expected shortfall
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Marginal mean excess
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Mathematics
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Physical Sciences
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RISK
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Science & Technology
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Statistics & Probability
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Systemic risk
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