Tail asymptotics for the sum of two heavy-tailed dependent risks
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Publication:2463693
DOI10.1007/s10687-006-0011-1zbMath1142.60009OpenAlexW2166774964MaRDI QIDQ2463693
Soren Asmussen, Hansjoerg Albrecher, Dominik Kortschak
Publication date: 16 December 2007
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-006-0011-1
Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05)
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