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

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+Tail asymptotics for the sum of two heavy-tailed dependent risks
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+Diversification of aggregate dependent risks
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+Analysis of the Expected Shortfall of Aggregate Dependent Risks
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+Asymptotics of sums of lognormal random variables with Gaussian copula
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+On the Tail Behavior of Sums of Dependent Risks
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+A characterization of multivariate regular variation.
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+Statistics of Extremes
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+The t Copula and Related Copulas
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+Understanding Relationships Using Copulas
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+Fitting bivariate loss distributions with copulas
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