Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684): Difference between revisions

@@ Property / OpenAlex ID @@
+W2009471581
@@ Property / OpenAlex ID: W2009471581 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail asymptotics for the sum of two heavy-tailed dependent risks
+Normal rank
@@ Property / cites work @@
+Diversification of aggregate dependent risks
@@ Property / cites work: Diversification of aggregate dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of the Expected Shortfall of Aggregate Dependent Risks
+Normal rank
@@ Property / cites work @@
+Asymptotics of sums of lognormal random variables with Gaussian copula
+Normal rank
@@ Property / cites work @@
+On the Tail Behavior of Sums of Dependent Risks
@@ Property / cites work: On the Tail Behavior of Sums of Dependent Risks / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization of multivariate regular variation.
+Normal rank
@@ Property / cites work @@
+Modeling and Comparing Dependencies in Multivariate Risk Portfolios
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+The t Copula and Related Copulas
@@ Property / cites work: The t Copula and Related Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q4040329
@@ Property / cites work: Q4040329 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3762535
@@ Property / cites work: Q3762535 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate extremes, aggregation and dependence in elliptical distributions
+Normal rank
@@ Property / cites work @@
+On Kesten's counterexample to the Cramér-Wold device for regular variation
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Fitting bivariate loss distributions with copulas
@@ Property / cites work: Fitting bivariate loss distributions with copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed random sums with applications in insurance and finance
+Normal rank
@@ Property / cites work @@
+Extreme Financial Risks
@@ Property / cites work: Extreme Financial Risks / rank @@
+Normal rank
@@ Property / cites work @@
+Domains of attraction of multivariate extreme value distributions
+Normal rank
@@ Property / cites work @@
+An introduction to copulas. Properties and applications
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank