1 Tail Dependence from a Distributional Point of View
Alessandro Juri and Mario V. Wüthrich
Mathematics and Statistics
Extremes
Volume 6, Number 3 (2003), 213-246, DOI: 10.1023/B:EXTR.0000031180.93684.85
http://www.springerlink.com/content/wqm113wk22302084/

2 Copula convergence theorems for tail events
Alessandro Juri,Mario V. Wüthrich
Insurance: Mathematics and Economics
Volume 30, Issue 3, 20 June 2002, Pages 405–420
http://www.sciencedirect.com/science/article/pii/S016766870200121X