Asymptotic results on tail moment and tail central moment for dependent risks
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Publication:6198065
DOI10.1017/apr.2022.74OpenAlexW4375863619MaRDI QIDQ6198065
Publication date: 20 February 2024
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/apr.2022.74
regular variationasymptotic independencerisk measureGumbel max-domain of attractiontail momenttail central moment
Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05)
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