id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ejpam-3951	Mallam, Hassane Abba; Moutari, Natatou Dodo; Diakarya, Barro; Bisso, Saley	Extremal Copulas and Tail Dependence in Modeling Stochastic Financial Risk	2021	25	.pdf	application/pdf	8309	476	77	C of the random vector U = [F1(X1), ..., Fn(Xn)]. ;Xn is a sequence of random variables with common distribution F , then the excess variable {Yj = Xj − u/Xj > u}; Nu = card{k/Xk > u} which is governed by the law Fu (conditional distribution of the unknown continuous distribution function F with respect to the threshold u), converges asymptotically towards a non-degenerate law.	cache/ejpam-3951.pdf	txt/ejpam-3951.txt