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Aggregation of randomly weighted large risks

Type of publication Peer-reviewed
Publikationsform Original article (peer-reviewed)
Publication date 2017
Author Asimit V, Hashorva E, Kortschak D,
Project Extremes of Gaussian Processes and Related Random Fields
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Original article (peer-reviewed)

Journal IMA J Management Math
Volume (Issue) 28(3)
Page(s) 403 - 419
Title of proceedings IMA J Management Math
DOI 10.1093/imaman/dpv020