Export 2 results:
Filters: Keyword is asymptotic full dependence [Clear All Filters]
Tail comonotonicity and conservative risk measures. ASTIN Bulletin, 42, pp.601-629.
, 2012. Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures. Insurance Mathematics & Economics, 51, pp.492-503.
, 2012.