Copula convergence theorems for tail events. (Q1413327)

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Copula convergence theorems for tail events.
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    Copula convergence theorems for tail events. (English)
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    16 November 2003
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    Archimedean copula
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    Comonotonicity
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    Clayton copula
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    Dependent risks
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    Regular variation
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    Tail dependence
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