Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113)

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Asymptotic results on marginal expected shortfalls for dependent risks
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    Asymptotic results on marginal expected shortfalls for dependent risks (English)
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    10 March 2022
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    asymptotic dependence
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    asymptotic independence
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    Gumbel max-domain of attraction
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    heavy-tailed distribution
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    marginal expected shortfall
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