Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models |
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Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (English)
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19 December 2019
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tail approximation
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Archimedean copulas
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dependent regularly varying random variables
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conditional Monte Carlo simulation
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numerical bounds
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