2011•ExtremesOpen access

Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks

Dominik Kortschak

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Key concepts: Mathematics, Tail dependence, Copula (linguistics), Marginal distribution, Random variable, Independence (probability theory), Gaussian, Statistical physics

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Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks — Research Paper | ScholarLens