Tail Approximations for Sums of Dependent Regularly Varying Random Variables Under Archimedean Copula Models
Cossette, Hélène, Marceau, Etienne, Nguyen, Quang Huy, Robert, Christian Y.Language:
english
Journal:
Methodology and Computing in Applied Probability
DOI:
10.1007/s11009-017-9614-z
Date:
January, 2018
File:
PDF, 672 KB
english, 2018