Aggregation of log-linear risks
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Date
2014Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedJournal / series
Journal of Applied ProbabilityVolume
Pages / Article No.
Publisher
Applied Probability TrustSubject
Risk aggregation; Log-linear model; Subexponential distribution; Gumbel maxdomain of attractionOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
In special volume: Celebrating 50 Years of The Applied Probability Trust.More
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ETH Bibliography
yes
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