The Pareto Copula, Aggregation of Risks, and the Emperor's Socks (Q5459909): Difference between revisions
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Revision as of 09:08, 15 February 2024
scientific article; zbMATH DE number 5270292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Pareto Copula, Aggregation of Risks, and the Emperor's Socks |
scientific article; zbMATH DE number 5270292 |
Statements
The Pareto Copula, Aggregation of Risks, and the Emperor's Socks (English)
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30 April 2008
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Pareto marginals
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regular variation
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extremes
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aggregation of risks
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asymptotics
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empirical measures
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