103

Second order regular variation and conditional tail expectation of multiple risks

Year:
2011
Language:
english
File:
PDF, 332 KB
english, 2011
121

Strength of tail dependence based on conditional tail expectation

Year:
2014
Language:
english
File:
PDF, 451 KB
english, 2014
125

Tail order and intermediate tail dependence of multivariate copulas

Year:
2011
Language:
english
File:
PDF, 334 KB
english, 2011