Asmussen, Søren; Rojas-Nandayapa, Leonardo Asymptotics of sums of lognormal random variables with Gaussian copula. (English) Zbl 1151.60009 Stat. Probab. Lett. 78, No. 16, 2709-2714 (2008). MSC: 60F05 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{L. Rojas-Nandayapa}, Stat. Probab. Lett. 78, No. 16, 2709--2714 (2008; Zbl 1151.60009) Full Text: DOI HAL
Albrecher, Hansjörg; Asmussen, Søren; Kortschak, Dominik Tail asymptotics for the sum of two heavy-tailed dependent risks. (English) Zbl 1142.60009 Extremes 9, No. 2, 107-130 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60E05 62E20 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Extremes 9, No. 2, 107--130 (2006; Zbl 1142.60009) Full Text: DOI
Mesfioui, Mhamed; Quessy, Jean-François Bounds on the value-at-risk for the sum of possibly dependent risks. (English) Zbl 1115.91032 Insur. Math. Econ. 37, No. 1, 135-151 (2005). MSC: 91B30 60E05 PDFBibTeX XMLCite \textit{M. Mesfioui} and \textit{J.-F. Quessy}, Insur. Math. Econ. 37, No. 1, 135--151 (2005; Zbl 1115.91032) Full Text: DOI
Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. Diversification of aggregate dependent risks. (English) Zbl 1052.62105 Insur. Math. Econ. 35, No. 1, 77-95 (2004). MSC: 62P05 62G32 62H20 91B30 PDFBibTeX XMLCite \textit{S. Alink} et al., Insur. Math. Econ. 35, No. 1, 77--95 (2004; Zbl 1052.62105) Full Text: DOI Link