The Pareto Copula, Aggregation of Risks, and the Emperor's Socks (Q5459909)
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scientific article; zbMATH DE number 5270292
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| English | The Pareto Copula, Aggregation of Risks, and the Emperor's Socks |
scientific article; zbMATH DE number 5270292 |
Statements
The Pareto Copula, Aggregation of Risks, and the Emperor's Socks (English)
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30 April 2008
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Pareto marginals
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regular variation
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extremes
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aggregation of risks
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asymptotics
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empirical measures
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0.811183750629425
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0.8010115027427673
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0.7830747961997986
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0.7826203107833862
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0.7817310094833374
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