Aggregation of randomly weighted large risks (Q5382731)
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scientific article; zbMATH DE number 7067555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregation of randomly weighted large risks |
scientific article; zbMATH DE number 7067555 |
Statements
Aggregation of randomly weighted large risks (English)
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18 June 2019
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Davis-Resnick tail property
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extreme value distribution
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max-domain of attraction
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Mitra-Resnick model
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risk aggregation
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