The following pages link to (Q3562658):
Displayed 4 items.
- Asymptotics of sums of lognormal random variables with Gaussian copula (Q952863) (← links)
- Diversification of aggregate dependent risks (Q1888896) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Bounds on the value-at-risk for the sum of possibly dependent risks (Q2567094) (← links)