Extremes of asymptotically spherical and elliptical random vectors

Insurance: Mathematics and Economics

Volumn 36, Issue 3, 2005, Pages 285-302

  Hashorva, Enkelejd ^a,b  

^a Allianz Suisse   (Switzerland)

^b UNIVERSITY OF BERN   (Switzerland)

Author keywords

Asymptotically elliptical random vectors; Asymptotically spherical random vectors; Coefficient of upper tail dependence; Max domain of attraction; Multivariate extremes

Indexed keywords

EID: 21244499722     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2005.01.003     Document Type: Article

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