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Tail Approximations for Sums of Dependent Regularly Varying Random Variables Under Archimedean Copula Models

Crossref DOI link: https://doi.org/10.1007/s11009-017-9614-z

Published Online: 2018-01-06

Published Print: 2019-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Cossette, Hélène

Marceau, Etienne https://orcid.org/0000-0001-7962-7487
Nguyen, Quang Huy

Robert, Christian Y.
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Text and Data Mining valid from 2018-01-06
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Article History

Received: 28 February 2017

Revised: 13 December 2017

Accepted: 19 December 2017

First Online: 6 January 2018