Tail Risk of Multivariate Regular Variation

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How researchers see this paper

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Asymptotics for Risk Capital Allocations Based on Conditional Tail Expectation (2011, unknown): “After the majority of this work had been done we became aware of a forthcoming paper by Joe and Li (2011).”
Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (2011, methodology): “The mathematical framework of multivariate regular variation provides tools to compute tail probabilities associated with such risks; see [3], [11], and [21, Chapter 6].”
Estimation of the marginal expected shortfall: the mean when a related variable is extreme (2012, result): “A comparable result in the literature is the approach in Joe and Li (2011), where under multivariate regular variation, a formula for calculating the CTE is provided.”
Second order regular variation and conditional tail expectation of multiple risks (2011, background): “The study of second order terms would depend on developing a theory for the second order tail functions of copulas [17].”
Asymptotic Analysis of Multivariate Tail Conditional Expectations (2012, methodology): “5) of loss distributions is smaller than the class of all multivariate regularly varying distributions that is discussed in [13], but it covers a variety of”