Tail asymptotics for the bivariate skew normal in the general case

Thomas Fung, Eugene Seneta

The present paper is a sequel to and generalization of Fung and Seneta (2016) whose main result gives the asymptotic behaviour as $u\to 0^{+}$ of $λ_L(u) = P(X_1 \leq F_1^{-1}(u)…