Reference health
On the Worst and Least Possible Asymptotic Dependence
28/28 checkable references clean · checked 2026-08-29
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
4 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 28 checked references that resolve
resolves10.1016/j.insmatheco.2011.05.002
Asymptotics for risk capital allocations based on Conditional Tail Expectation
resolves10.1016/j.jeconom.2016.05.011
Tail dependence measure for examining financial extreme co-movements
resolves10.1016/j.insmatheco.2014.11.004
Reducing model risk via positive and negative dependence assumptions
resolves10.1016/j.insmatheco.2008.08.001
Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness
resolves10.1017/s0305004100015681
Limiting forms of the frequency distribution of the largest or smallest member of a sample
resolves10.1111/j.1467-9469.2012.00800.x
Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence
resolves10.1016/j.jmva.2011.05.011
Tail order and intermediate tail dependence of multivariate copulas
resolves10.1007/s11009-007-9053-3
Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables
resolves10.1016/s0167-7152(98)00280-6
Estimation of the coefficient of tail dependence in bivariate extremes
resolves10.1007/s00780-012-0200-5
Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities
The 4 references without a DOI — listed, not checked
no DOI — not checkedref26
no DOI — not checkedref28
no DOI — not checkedref29
no DOI — not checkedref31
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-29 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.2139/ssrn.2600872"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2600872/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.2600872)