Copula theory and its applications : proceedings of the workshop held in Warsaw, 25-26 September 2009
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied...
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| Andre forfattere: | , , , |
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Serier: | Lecture Notes in Statistics
198 |
| Fag: | |
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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Description d'après consultation du 2014-05-16 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Copula theory and its applications, proceedings of the workshop held in Warsaw, 25-26 September 2009, Piotr Jaworski, Fabrizio Durante, Wolfgang Härdle... [et al.], eds, 2010, Berlin, Springer, 1 vol. (XVIII-327 p.), Lecture Notes in Statistics, 978-3-642-12464-8 |
| Summary: | Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw |
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| Emne beskrivelse: | Description d'après consultation du 2014-05-16 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9783642124655 |
| ISSN: | 2197-7186 |
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