Asymptotics of sum of heavy-tailed risks with copulas
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Publication:6204664
DOI10.1007/s11009-023-10066-7OpenAlexW4388639093MaRDI QIDQ6204664
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Publication date: 2 April 2024
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-023-10066-7
Statistical methods; risk measures (91G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70)
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