ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES

DOI10.1017/S0269964813000235zbMath1284.91212OpenAlexW2100786832MaRDI QIDQ5398366

Taizhong Hu, Tiantian Mao, Die Chen

Publication date: 27 February 2014

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964813000235

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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