  We derive the asymptotic rate of decay to zero of the tail dependence of the
bivariate skew Variance Gamma (VG) distribution under the equal-skewness
condition, as an explicit regularly varying function. Our development is in
terms of a slightly more general bivariate skew Generalized Hyperbolic (GH)
distribution. Our initial reduction of the bivariate problem to a univariate
one is motivated by our earlier study of tail dependence rate for the bivariate
skew normal distribution
