Paul Embrechts, Enkelejd Hashorva, Thomas Mikosch. Aggregation of log-linear risks. J. Applied Probability, 51(A):203-212, 2014. [doi]
@article{EmbrechtsHM14,
title = {Aggregation of log-linear risks},
author = {Paul Embrechts and Enkelejd Hashorva and Thomas Mikosch},
year = {2014},
doi = {10.1017/S0021900200021288},
url = {http://dx.doi.org/10.1017/S0021900200021288},
researchr = {https://researchr.org/publication/EmbrechtsHM14},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {51},
number = {A},
pages = {203-212},
}