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Mathematics

Multivariate extremes and the aggregation of dependent risks: examples and counter-examples

P. Embrechts, Dominik D. Lambrigger, M. Wüthrich

2009.6.1Extremes

DOI: 10.1007/s10687-008-0071-5

Abstract

Abstract is not available.

Citation format

EMBRECHTS, P.; LAMBRIGGER, Dominik D.; WÜTHRICH, M. Multivariate extremes and the aggregation of dependent risks: Examples and counter-examples. Extremes, 2009, 12: 107–127.