By Piotr Jaworski
Copulas are mathematical items that totally trap the dependence constitution between random variables and for that reason supply nice flexibility in construction multivariate stochastic versions. due to the fact their advent within the early 50's, copulas have received enormous recognition in numerous fields of utilized arithmetic, resembling finance, assurance and reliability conception. this day, they characterize a well-known software for industry and credits versions, aggregation of hazards, portfolio choice, and so on. This ebook is split into major components: half I - "Surveys" comprises eleven chapters that offer an updated account of crucial features of copula types. half II - "Contributions" collects the prolonged models of 6 talks chosen from papers awarded on the workshop in Warsaw.
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Additional resources for Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
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