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Second Order Tail Asymptotics for the Sum of Dependent, Tail-Independent Regularly Varying Risks

Extremes - Netherlands
doi 10.1007/s10687-011-0142-x
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Categories
StatisticsFinanceProbabilityEconomicsEngineeringEconometrics
Date

August 13, 2011

Authors
Dominik Kortschak
Publisher

Springer Science and Business Media LLC


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