On additivity of tail comonotonic risks (Q5242233): Difference between revisions

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+Diversification for general copula dependence
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+Coherent Measures of Risk
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+On the Tail Behavior of Sums of Dependent Risks
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+Vines -- a new graphical model for dependent random variables.
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+Q4726487
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+Risk Measures and Comonotonicity: A Review
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+Multivariate extremes and the aggregation of dependent risks: examples and counter-examples
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+Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness
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+Q5485944
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+Sampling Archimedean copulas
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+Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures
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+Dependence Modeling with Copulas
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+Tail dependence functions and vine copulas
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+Asymptotic results for the sum of dependent non-identically distributed random variables
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+An introduction to copulas.
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+Heavy-Tail Phenomena
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+Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables
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