Law of large numbers and large deviations for dependent risks

Metadata only

Author

Date

2009

Type

Journal Article

ETH Bibliography

yes

Altmetrics

Publication status

published

External links

Journal / series

Quantitative Finance

Volume

9(2)

Pages / Article No.

207 - 215

Publisher

Routledge

Subject

Dependence structures; Copulas; Large deviation principles; Law of large numbers; Central limit theorems; Mixing distributions

Organisational unit

08813 - Wüthrich, Mario Valentin (Tit.-Prof.)

More

ETH Bibliography

yes

Altmetrics

Research Collection