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Second order asymptotics of aggregated log-elliptical risk

Type of publication Peer-reviewed
Publikationsform Original article (peer-reviewed)
Publication date 2014
Author Kortschak Dominik, Hashorva Enkelejd,
Project Extremes of Gaussian Processes and Related Random Fields
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Original article (peer-reviewed)

Journal Methodology and Computing in Applied Probability
Volume (Issue) 16(4)
Page(s) 969 - 985
Title of proceedings Methodology and Computing in Applied Probability
DOI 10.1007/s11009-013-9356-5

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