Author:
Embrechts Paul,Lambrigger Dominik D.,Wüthrich Mario V.
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Reference36 articles.
1. Aas, K., Dimakos, X.K., Øksendal, A.: Risk capital aggregation. Risk Manage. 9, 82–107 (2007)
2. Albrecher, H., Asmussen, S., Kortschak, D.: Tail asymptotics for the sum of two heavy-tailed dependent risks. Extremes 9, 107–130 (2006)
3. Balkema, G., Embrechts, P.: High Risk Scenarios and Extremes. A geometric approach. Zurich Lectures in Advanced Mathematics. European Mathematical Society Publishing House, Zurich (2007)
4. Barbe, P.: Approximation of integrals over asymptotic sets with applications to statistics and probability (2003). http://arxiv.org/abs/math/0312132
5. Barbe, P., Fougères, A., Genest, C.: On the tail behavior of sums of dependent risks. Astin Bull. 36, 361–373 (2006)
Cited by
102 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献