Extreme behavior of bivariate elliptical distributions

DOI10.1016/j.insmatheco.2006.09.002zbMath1117.60014OpenAlexW3121646648MaRDI QIDQ997082

Bruce L. Jones, Alexandru V. Asimit

Publication date: 19 July 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://openaccess.city.ac.uk/id/eprint/13143/1/Asimit%20and%20Jones%202006b%20Revised.pdf

zbMATH Keywords

regular variationelliptical distributionthreshold exceedancesPickands' representationcomponentwise maxima

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

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