On the Tail Behavior of Sums of Dependent Risks
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Publication:3632840
DOI10.2143/AST.36.2.2017926zbMath1162.91395OpenAlexW4230557273MaRDI QIDQ3632840
Anne-Laure Fougères, Christian Genest, Philippe Barbe
Publication date: 15 June 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.36.2.2017926
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- Bivariate distributions with given extreme value attractor
- The Extremal Dependence Measure and Asymptotic Independence
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Bivariate extreme value theory: Models and estimation
- Limit theory for multivariate sample extremes
- Statistics of Extremes
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