Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks


Autoria(s): Kortschak Dominik
Data(s)

2012

Identificador

http://serval.unil.ch/?id=serval:BIB_AA1BB1893013

isbn:1386-1999 (Print) and 1572-915X (Electronic)

doi:10.1007/s10687-011-0142-x

http://dx.doi.org/10.1007/s10687-011-0142-x

Idioma(s)

en

Fonte

Extremes, vol. 15, no. 3, pp. 353-388

Tipo

info:eu-repo/semantics/article

article