Tail asymptotics for the sum of two heavy-tailed dependent risks

Publikation: Beitrag in einer Fachzeitschrift › Artikel › Begutachtung

Dieses zitieren

@article{1e416144b8874662b025629d20c7cab8,

title = "Tail asymptotics for the sum of two heavy-tailed dependent risks",

author = "Hansj{\"o}rg Albrecher and S{\"o}ren Asmussen and Dominik Kortschak",

year = "2006",

language = "English",

volume = "9",

pages = "107--130",

journal = "Extremes",

issn = "1386-1999",

publisher = "Springer Netherlands",

number = "2",

}