Aggregation of log-linear risks (Q5245625)
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scientific article; zbMATH DE number 6424996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregation of log-linear risks |
scientific article; zbMATH DE number 6424996 |
Statements
Aggregation of log-linear risks (English)
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14 April 2015
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risk aggregation
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log-linear model
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tail asymptotics
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subexponential distribution
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Gumbel max-domain of attraction
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