Copulas and Dependence Models with Applications

Beschreibung

This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75^th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017.

The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.

Collects latest findings and survey papers on copula models and distributions with given marginals

Discusses interesting applications of copula theory, mainly in Economics and Finance

Celebrates the contribution of Roger B. Nelsen to copula theory, including his biography and bibliography

Autor*in

Manuel Úbeda Flores

Themen in »Copulas and Dependence Models with Applications«

copula dependence measures of association rank statistics quantitative risk management measure theory stochastic orderings copula theory applications of copulas Roger B. Nelsen distributions with given marginals Archimedian copula empirical copula copula construction quasi-copula

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