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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A method to obtain new copulas from a given one. Metrika 61(2), 169–184 (2005) 148. : Marshall and Olkin’s distributions. Acta Appl. Math. 103(1), 87–100 (2008) 149. : Kendall distributions and level sets in bivariate exchangeable survival models. Inform. Sci. 179(17), 2878–2890 (2009) 150. : An Introduction to Copulas. Lecture Notes in Statistics, vol. 139. Springer, New York, NY (1999) 151. : An Introduction to Copulas, 2nd edn. Springer Series in Statistics. Springer, New York, NY (2006) 152.

Anal. 100(7), 1567–1585 (2009) 129. : Reparameterizing Marshall-Olkin copulas with applications to highdimensional sampling. J. Stat. Comput. Simul. (2009) In press 130. : Extreme Financial Risks. Springer, Berlin (2006) 131. : Multivariate Pareto distributions. Ann. Math. Stat. 33, 1008–1015 (1962) 132. : Families of Bivariate Distributions. , Darien, Conn. (1970). Griffin’s Statistical Monographs and Courses, No. 27 133. : Copulas, marginals, and joint distributions. In: Distributions with Fixed Marginals and Related Topics (Seattle, WA, 1993).

Multivar. Anal. 90(2), 348–358 (2004) 155. : On the construction of copulas and quasi-copulas with given diagonal sections. Insur. Math. Econ. 42(2), 473–483 (2008) 156. : A comparison of bounds on sets of joint distribution functions derived from various measures of association. Commun. Stat. Theory Methods 33(10), 2299–2305 (2004) 157. : The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas. C. R. Math. Acad. Sci. Paris 341(9), 583–586 (2005) 158. : A model for association in bivariate survival data.

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