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Discussion on: “Asymptotic analysis of multivariate tail conditional expectations”. (English) Zbl 1412.60076

Discussion to L. Zhu and H. Li [ibid. 16, No. 3, 350–363 (2012; Zbl 1291.60108)].

MSC:

60G70 Extreme value theory; extremal stochastic processes
91B30 Risk theory, insurance (MSC2010)

Citations:

Zbl 1291.60108

Software:

QRM
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References:

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