2 results
Aggregation of rapidly varying risks and asymptotic independence
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- Journal:
- Advances in Applied Probability / Volume 41 / Issue 3 / September 2009
- Published online by Cambridge University Press:
- 01 July 2016, pp. 797-828
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- September 2009
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The Pareto Copula, Aggregation of Risks, and the Emperor's Socks
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- Journal:
- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 67-84
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- March 2008
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