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• W2166774964 abstract "Let X 1 , X 2 denote positive heavy-tailed random variables with continuous marginal distribution functions F 1 and F 2, respectively. The asymptotic behavior of the tail of X 1 +X 2 is studied in a general copula framework and some bounds and extremal properties are provided. For more specific assumptions on F 1 , F 2 and the underlying dependence structure of X 1 and X 2, we survey explicit asymptotic results available in the literature and add several new cases." @default.
• W2166774964 created "2016-06-24" @default.
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• W2166774964 date "2006-08-18" @default.
• W2166774964 modified "2023-10-16" @default.
• W2166774964 title "Tail asymptotics for the sum of two heavy-tailed dependent risks" @default.
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• W2166774964 doi "https://doi.org/10.1007/s10687-006-0011-1" @default.
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