Law of large numbers and large deviations for dependent risks

DOI10.1080/14697680801986587zbMath1158.91398OpenAlexW2128553327MaRDI QIDQ3623412

Ramona Maier, Mario V. Wüthrich

Publication date: 20 April 2009

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680801986587

zbMATH Keywords

copulaslaw of large numberscentral limit theoremslarge deviation principlesmixing distributionsdependence structures

Mathematics Subject Classification ID

Related Items (1)

Systemic risk and copula models

Cites Work

• Unnamed Item
• Large deviations for exchangeable random vectors
• Tail dependence from a distributional point of view
• Families of Multivariate Distributions

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