The effect of aggregation on extremes from asymptotically independent light-tailed risks (Q482077)
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scientific article; zbMATH DE number 6381858
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of aggregation on extremes from asymptotically independent light-tailed risks |
scientific article; zbMATH DE number 6381858 |
Statements
The effect of aggregation on extremes from asymptotically independent light-tailed risks (English)
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19 December 2014
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risk diversification
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tail risk
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limit set
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light-tailed distributions
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asymptotic independence
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weak tail dependence coefficient
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