Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282)
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scientific article; zbMATH DE number 6535075
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| English | Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks |
scientific article; zbMATH DE number 6535075 |
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Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (English)
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25 January 2016
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dependent random variables
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second order asymptotic
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regularly varying marginals
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copulas
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tail independence
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0.8863783478736877
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0.879214882850647
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0.8341119289398193
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0.8326996564865112
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0.8306801915168762
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