Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities |
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Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (English)
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5 October 2006
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subexponentiality
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regular variation
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systemic risk
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