Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks
Details
State: Public
Version: Final published version
License: Not specified
It was possible to publish this article open access thanks to a Swiss National Licence with the publisher.
Serval ID
serval:BIB_AA1BB1893013
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks
Journal
Extremes
ISSN
1386-1999 (Print)
1572-915X (Electronic)
1572-915X (Electronic)
Publication state
Published
Issued date
2012
Peer-reviewed
Oui
Volume
15
Number
3
Pages
353-388
Language
english
Publisher's website
Open Access
Yes
Create date
19/08/2011 9:11
Last modification date
14/02/2022 8:56
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