We derive the asymptotic rate of decay to the tail dependence coefficient, zero, of the bivariate Variance-Gamma distribution under an equal-skewness condition, using the bivariate skew Generalized Hyperbolic distribution. The bivariate problem is first reduced to a univariate one.

中文翻译：

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二元等斜广义双曲线分布的尾渐近性及其方差-伽玛特例

我们使用二元偏斜广义双曲线分布推导出等偏度条件下二元方差-伽玛分布的尾部相关系数零的渐近衰减率。双变量问题首先简化为单变量问题。