In this paper we work in the framework of a k-dimensional vector of loglinear risks. Under weak conditions on the marginal tails and the dependence structure of a vector of positive risks we derive the asymptotic tail behaviour of the aggregated risk and present an application concerning log-normal risks
['Paul Embrechts', 'Enkelejd Hashorva', 'Thomas Mikosch']
AGGREGATION OF LOG-LINEAR RISKS