Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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