On the worst and least possible asymptotic dependence
type: Item
instance of: scholarly article
title: On the worst and least possible asymptotic dependence
zbMATH Open document ID: 1329.60144
author: Alexandru V. Asimit
author: Russell Gerrard
published in: Journal of Multivariate Analysis
publication date: 2015-12-23T00:00:00Z
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 6524132
zbMATH Keywords: asymptotic dependence/independence
zbMATH Keywords: extreme value theory
zbMATH Keywords: copula
zbMATH Keywords: Gumbel tail
zbMATH Keywords: regular variation
zbMATH Keywords: risk measure
MaRDI profile type: Publication
full work available at URL: j.jmva.2015.11.004
OpenAlex ID: W3122171988
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DOI: 10.1016/J.JMVA.2015.11.004
description: scientific article; zbMATH DE number 6524132