Aggregation of rapidly varying risks and asymptotic independence (Q3644305)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregation of rapidly varying risks and asymptotic independence |
scientific article |
Statements
Aggregation of rapidly varying risks and asymptotic independence (English)
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4 November 2009
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risk
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Gumbel
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maximal domain of attraction
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asymptotic independence
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subexponential
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