On the tail behavior of sums of dependent risks

ASTIN Bulletin

Volumn 36, Issue 2, 2006, Pages 361-373

  Barbe, Philippe ^a   Fougères, Anne Laure ^b   Genest, Christian ^c  

^a CNRS   (France)

^b UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

^c UNIVERSITÉ LAVAL   (Canada)

Author keywords

Archimedean copula; Extremal behavior; Multivariate regular variation; Pickands' representation

Indexed keywords

EID: 35348839012     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.36.2.2017926     Document Type: Article

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