Second order regular variation and conditional tail expectation of multiple risks
Lei Hua; Harry Joe
Year of publication: |
2011
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Authors: | Hua, Lei ; Joe, Harry |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 3, p. 537-546
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Subject: | Theorie | Theory | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Risiko | Risk |
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