Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation estimations with non-crossing conditions Jan 1, 2022· Xenxo Vidal-Llana , Carlos Salort Sánchez , Vincenzo Coia , Montserrat Guillen · 0 min read Cite Type Journal article Publication IREA–Working Papers, 2022, IR22/15 Last updated on Jan 1, 2022 ← Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation Regression with Non-Crossing Conditions Jan 1, 2023 Tail Behavior for Bivariate Distributions Based on Pareto Mixtures Jan 1, 2021 →