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Latest revision as of 08:53, 16 July 2024

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The joint distribution of the sum and maximum of dependent Pareto risks
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    The joint distribution of the sum and maximum of dependent Pareto risks (English)
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    16 August 2018
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    Clayton copula
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    common background risk
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    dependence by mixing
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    generalized Pareto distribution
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    risk measures
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    tail conditional expectation
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