"Aggregation of log-linear risks."

Paul Embrechts, Enkelejd Hashorva, Thomas Mikosch (2014)

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DOI: 10.1017/S0021900200021288

access: closed

type: Journal Article

metadata version: 2020-04-16

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Paul Embrechts, Enkelejd Hashorva, Thomas Mikosch:
Aggregation of log-linear risks. J. Appl. Probab. 51(A): 203-212 (2014)

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