Tail Approximations for Sums of Dependent Regularly Varying Random Variables Under Archimedean Copula Models

Christian Yann Robert, Hélène Cossette (), Etienne Marceau () and Quang Huy Nguyen
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Christian Yann Robert: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Hélène Cossette: Ecole d'Actuariat - ULaval - Université Laval [Québec]
Etienne Marceau: Ecole d'Actuariat - ULaval - Université Laval [Québec]

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Date: 2017-02-28
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Published in Methodology and Computing in Applied Probability, 2017

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02006795

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