Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks |
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Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (English)
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25 January 2016
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dependent random variables
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second order asymptotic
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regularly varying marginals
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copulas
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tail independence
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