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Aggregation of log-linear risks - MaRDI portal

Aggregation of log-linear risks (Q5245625)

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scientific article; zbMATH DE number 6424996
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English
Aggregation of log-linear risks
scientific article; zbMATH DE number 6424996

    Statements

    title
    Aggregation of log-linear risks (English)
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    author
    Paul Embrechts
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    Thomas Mikosch
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    Enkelejd Hashorva
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    publication date
    14 April 2015
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    zbMATH Keywords
    risk aggregation
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    log-linear model
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    tail asymptotics
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    subexponential distribution
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    Gumbel max-domain of attraction
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    Identifiers

    Mathematics Subject Classification ID
    60F10
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    60G15
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    60G70
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    91B30
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    zbMATH DE Number
    6424996
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    Wikidata QID
    Q102128151
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    OpenAlex ID
    W2129257842
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