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    author
    Lei Hua
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    Joe, Harry
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    publication date
    12 December 2013
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    zbMATH DE Number
    6237817
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    zbMATH Keywords
    dependence modeling
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    copula
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    Archimedean copula
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    asymptotic full dependence
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    conditional tail expectation
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    Laplace transform
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    regular variation
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