Tail asymptotic results for elliptical distributions
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Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 229-244, April.
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Cited by:
- Buch-Kromann, Tine & Guillén, Montserrat & Linton, Oliver & Nielsen, Jens Perch, 2011. "Multivariate density estimation using dimension reducing information and tail flattening transformations," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 99-110, January.
- Lorenzo Ricci & David Veredas, 2012. "TailCoR," Working Papers 1227, Banco de España.
- Manner, Hans & Segers, Johan, 2011. "Tails of correlation mixtures of elliptical copulas," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 153-160, January.
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