Copula convergence theorems for tail events.
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Publication:1413327
DOI10.1016/S0167-6687(02)00121-XzbMath1039.62043OpenAlexW2038311473MaRDI QIDQ1413327
Mario V. Wüthrich, Alessandro Juri
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00121-x
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32)
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