Tail asymptotics for dependent subexponential differences (Q1935731)

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scientific article; zbMATH DE number 6137267
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Tail asymptotics for dependent subexponential differences
scientific article; zbMATH DE number 6137267

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    Tail asymptotics for dependent subexponential differences (English)
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    19 February 2013
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    subexponential random variables
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    differences
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    dependence
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    copulas
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    mean excess function
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