Multivariate extremes and the aggregation of dependent risks: examples and counter-examples
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- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
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Cited in
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- Testing the Multivariate Regular Variation Model
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- Extremes for multivariate expectiles
- Second-order expansions of the risk concentration based on CTE
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