Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures |
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Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (English)
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14 April 2014
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copula
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Archimedean copula
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asymptotic full dependence
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regularly varying
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slowly varying
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extreme value distributions
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elliptical distributions
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