Aggregation of Dependent Risks with Heavy-Tail Distributions

Montserrat Guillen, José María Sarabia, Faustino Prieto, Vanesa Jordá. Aggregation of Dependent Risks with Heavy-Tail Distributions. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 27(Supplement-1):77-88, 2019. [doi]

Abstract

Abstract is missing.