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After searching for a while, I wonder if a continued fraction representation exists for the multivariate Mills ratio $P(Z \geq x)/\phi_Z(x)$ where $Z \tilde\, N(\mu,\Sigma)$. The representation should, of course, be in terms of $x$, $\mu$, and $\Sigma$.

Such a representation is well-known if $Z \tilde\, N(0,1)$; see, for example,

C-I. C. Lee., On Laplace continued fraction for the normal integral, Ann. Inst. Statist. Math., 44(1):107–120, March 1992.

(The same question is posted on stats stackexchange, see here)

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