Exact tail asymptotics of aggregated parametrised risk (Q1936217): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact tail asymptotics of aggregated parametrised risk |
scientific article |
Statements
Exact tail asymptotics of aggregated parametrised risk (English)
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21 February 2013
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risk aggregation
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log-elliptical distribution
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log-normal distribution
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rare-event simulation
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logarithmic efficiency
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