Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks |
scientific article; zbMATH DE number 6535075
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks |
scientific article; zbMATH DE number 6535075 |
Statements
Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (English)
0 references
25 January 2016
0 references
dependent random variables
0 references
second order asymptotic
0 references
regularly varying marginals
0 references
copulas
0 references
tail independence
0 references
0 references
0 references
