114 citations · 229 across the 36 of their papers we have counts for
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math.PR2008★ 3 cited
Aggregation of Risks and Asymptotic independence
Abhimanyu Mitra, Sidney I. Resnick
We study the tail behavior of the distribution of the sum of asymptotically independent risks whose marginal distributions belong to the maximal domain of attraction of the Gumbel…
math.PR2008★ 36 cited
Conditioning on an extreme component: Model consistency with regular variation on cones
Bikramjit Das, Sidney I. Resnick
Multivariate extreme value theory assumes a multivariate domain of attraction condition for the distribution of a random vector. This necessitates that each component satisfies a m…