2024-03-28T12:37:10Z
http://repoint.unil.ch/oaiprovider/
oai:serval.unil.ch:BIB_B7E36AEB9122
2024-03-23T02:53:10Z
openaire
documents
urnserval
serval:BIB_B7E36AEB9122
Extremes of aggregated Dirichlet risks
10.1016/j.jmva.2014.09.018
000346226400022
E.
Hashorva
author
article
2015-01
Journal of Multivariate Analysis
0047-259X
journal
133
334-345
Dirichlet distribution
Gumbel max-domain of attraction
Weibull max-domain of attraction
Tail asymptotics
Risk aggregation
Davis-Resnick tail property
eng
60_published
peer-reviewed
https://serval.unil.ch/notice/serval:BIB_B7E36AEB9122
https://serval.unil.ch/resource/serval:BIB_B7E36AEB9122.P001/REF.pdf
http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_B7E36AEB91228
Copying allowed only for non-profit organizations