Skip to main navigation
Skip to search
Skip to main content
Ben-Gurion University Research Portal Home
Help & FAQ
Link opens in a new tab
Search content at Ben-Gurion University Research Portal
Home
Profiles
Research output
Research units
Prizes
Press/Media
Student theses
Projects
Activities
Datasets
Research Labs
Skew-elliptical distributions with applications in risk theory
Tomer Shushi
Department of Physics
Research output
:
Contribution to journal
›
Article
›
peer-review
21
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Skew-elliptical distributions with applications in risk theory'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Risk Theory
100%
Skew-elliptical Distributions
100%
Tail Risk
50%
Premium Principle
50%
Numerical Simulation
25%
Portfolio Risk
25%
Optimal Portfolio Selection
25%
Entropic Risk Measure
25%
Skew-normal
25%
Weighted Premium
25%
Skew Logistic Distribution
25%
Risk Decomposition
25%
Esscher Premium
25%
Skew-student
25%
Mathematics
Risk Theory
100%
Skew Elliptical Distribution
100%
Value at Risk
50%
Premium Principle
50%
Closed Form Solution
25%
Risk Measure
25%
Logistic Distribution
25%
Computer Simulation
25%