Copula Theory and Its Applications: Proceedings of the by Piotr Jaworski,Fabrizio Durante,Wolfgang Karl Härdle,Tomasz

By Piotr Jaworski,Fabrizio Durante,Wolfgang Karl Härdle,Tomasz Rychlik

Copulas are mathematical items that totally catch the dependence constitution between random variables and accordingly provide nice flexibility in construction multivariate stochastic versions. seeing that their advent within the early 50's, copulas have received enormous reputation in numerous fields of utilized arithmetic, similar to finance, assurance and reliability concept. this day, they characterize a well-known instrument for industry and credits versions, aggregation of dangers, portfolio choice, and so forth. This e-book is split into major components: half I - "Surveys" comprises eleven chapters that supply an up to date account of crucial points of copula types. half II - "Contributions" collects the prolonged types of 6 talks chosen from papers awarded on the workshop in Warsaw.

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