The Extremal Dependence Measure and Asymptotic Independence

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Characterizations and Examples of Hidden Regular Variation (2004, unknown): “See Examples 1 and 2 in Resnick (2002b).”
Hidden regular variation and the rank transform (2005, background): “…asymptotic independence from dependence; see Campos et al. (2005), Coles et al. (1999), de Haan and de Ronde (1998), Draisma et al. (2004), Heffernan (2000), Ledford and Tawn (1996), (1997), Maulik and Resnick (2005), Peng (1999), Poon et al. (2003), Resnick (2004), and Stărică (1999).”
Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (2009, unknown): “Resnick (2007) calls νβ the limit measure and, after normalization of the marginal dfs, ν1 is referred to as the exponent measure in de Haan and Ferreira (2006).”
Tail asymptotics for the sum of two heavy-tailed dependent risks (2006, background): “A natural extremal dependence measure in this setting is ρ := 1 − 1 (π/4)2 ∫ π/2 0 ( ϕ − π 4 )2 S(dϕ), see Resnick [27].”