Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks
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Publication:4981883
DOI10.1080/15326349.2014.954133zbMath1309.62091arXiv1408.1296OpenAlexW2012098983MaRDI QIDQ4981883
Publication date: 20 March 2015
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.1296
weighted sumslong-tailed distributionGumbel max-domain of attractionaggregated riskMitra-Resnick conditions
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