@article{onheavytailedrisksundergaussiancopula,
  title = {On heavy-tailed risks under Gaussian copula: the effects of marginal transformation},
  author = {Bikramjit Das and Vicky Fasen-Hartmann},
  year = {2023},
  eprint = {2304.05004},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2304.05004v1},
}