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Asymptotics of sum of heavy-tailed risks with copulas - MaRDI portal

Asymptotics of sum of heavy-tailed risks with copulas (Q6204664)

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scientific article; zbMATH DE number 7826457
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Asymptotics of sum of heavy-tailed risks with copulas
scientific article; zbMATH DE number 7826457

    Statements

    Asymptotics of sum of heavy-tailed risks with copulas (English)
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    2 April 2024
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    tail asymptotics
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    heavy tail
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    copula
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    aggregate risk
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