Asymptotics of sum of heavy-tailed risks with copulas (Q6204664)
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scientific article; zbMATH DE number 7826457
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| English | Asymptotics of sum of heavy-tailed risks with copulas |
scientific article; zbMATH DE number 7826457 |
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Asymptotics of sum of heavy-tailed risks with copulas (English)
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2 April 2024
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tail asymptotics
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heavy tail
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copula
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aggregate risk
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0.9063547849655152
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0.8672818541526794
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0.8647668361663818
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0.8446028232574463
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0.830294668674469
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