This paper develops a method for estimating value-at-risk and conditional value-at-risk when the underlying risk factors follow a beta distribution in a univariate and a matrix-variate setting. For ...

This is a preview. Log in through your library . Abstract By looking at approximate multivariate risk premiums a matrix measure of multivariate local risk aversion is introduced for a multi-attributed ...

Sublittoral meiofauna was sampled for the GEEP Workshop along a putative pollution gradient at 6 sites in Frierfjord/Langesundfjord, Norway. Data were subjected to mutivariate statistical analyses ...