Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065)
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scientific article; zbMATH DE number 7806760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic results on tail moment and tail central moment for dependent risks |
scientific article; zbMATH DE number 7806760 |
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Asymptotic results on tail moment and tail central moment for dependent risks (English)
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20 February 2024
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tail moment
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tail central moment
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risk measure
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asymptotic independence
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regular variation
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Gumbel max-domain of attraction
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