This paper deals with the multivariate tail conditional expectation (MTCE) for generalized skew-elliptical distributions. We present tail conditional expectation for univariate generalized skew-elliptical distributions and MTCE for generalized skew-elliptical distributions. There are many special cases for generalized skew-elliptical distributions, such as generalized skew-normal, generalized skew Student-t, generalized skew-logistic and generalized skew-Laplace distributions.

中文翻译：

---

广义斜椭圆分布的尾部条件期望

本文处理广义斜椭圆分布的多元尾条件期望 (MTCE)。我们提出了单变量广义斜椭圆分布的尾条件期望和广义斜椭圆分布的 MTCE。广义偏斜椭圆分布有很多特殊情况，如广义偏斜正态分布、广义偏斜Student-吨、广义偏态逻辑分布和广义偏态拉普拉斯分布。