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Aggregation of log-linear risks
Paul Embrechts, Enkeleijd Hashorva,
Thomas Valentin Mikosch
Department of Mathematical Sciences
11
Citations (Scopus)
455
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Keyphrases
Log-linear
100%
Positive Risk
50%
Aggregate Risk
50%
Lognormal
50%
Dependence Structure
50%
Weaker Conditions
50%
Tail Behavior
50%
Mathematics
Dimensional Vector
100%
Stochastic Volatility
100%