Extreme behavior of bivariate elliptical distributions
type: Item
instance of: scholarly article
title: Extreme behavior of bivariate elliptical distributions
zbMATH Open document ID: 1117.60014
author: Alexandru V. Asimit
author: Bruce L. Jones
published in: Insurance Mathematics \& Economics
publication date: 2007-07-19T00:00:00Z
full work available at URL: Asimit and Jones 2006b Revised.pdf
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 5173170
zbMATH Keywords: componentwise maxima
zbMATH Keywords: elliptical distribution
zbMATH Keywords: Pickands' representation
zbMATH Keywords: regular variation
zbMATH Keywords: threshold exceedances
MaRDI profile type: Publication
OpenAlex ID: W3121646648
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DOI: 10.1016/J.INSMATHECO.2006.09.002
description: scientific article; zbMATH DE number 5173170