Asymptotics of sum of heavy-tailed risks with copulas (Q6204664)
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scientific article; zbMATH DE number 7826457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of sum of heavy-tailed risks with copulas |
scientific article; zbMATH DE number 7826457 |
Statements
Asymptotics of sum of heavy-tailed risks with copulas (English)
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2 April 2024
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tail asymptotics
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heavy tail
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copula
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aggregate risk
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