Asymptotic risk decomposition for regularly varying distributions with tail dependence

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Publication:2141226

DOI10.1016/j.amc.2022.127164OpenAlexW4224214003MaRDI QIDQ2141226

Jonas Šiaulys, Eglė Jaunė

Publication date: 23 May 2022

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2022.127164





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