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Risk concentration under second order regular variation.

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Bibliographic Details
Title: Risk concentration under second order regular variation.
Authors: Das, Bikramjit1 (AUTHOR) bikram@sutd.edu.sg, Kratz, Marie2 (AUTHOR)
Source: Extremes. Sep2020, Vol. 23 Issue 3, p381-410. 30p.
Database: Business Source Ultimate
Description
ISSN:13861999
DOI:10.1007/s10687-020-00382-3