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Copula theory and its applications proceedings of the workshop held in Warsaw, 25-26 September 2009 / Piotr Jaworski ... [et al.], editors.
| Other author | Jaworski, Piotr (Andrzej Piotr) |
| Format | Electronic |
| Publication Info | Heidelberg ; New York : Springer, |
| Description | xviii, 327 p. : ill. ; 23 cm. |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2010 English International |
| Supplemental Content | Full text available from Springer Books |
| Subjects |
| Series | Lecture notes in statistics--proceedings ; 198 |
| Contents | Copula theroy : an introduction / Fabrizio Durante and Carlo Sempi -- Dynamic modeling of dependence in finance via copulae between stochastic processes / Tomasz R. Bielecki, Jacek Jakubowski and Mariusz Niewęgłowski -- Copula estimation / Barbara Choroś, Rustam Ibragimov and Elena Permiakova -- Pair-copula constructions of multivariate copulas / Claudia Czado -- Risk aggregation / Paul Embrechts and Giovanni Puccetti -- Extreme-value copulas / Gordon Gudendorf and Johan Segers -- Construction and sampling of nested Archimedean copulas / Marius Hofert -- Tail behaviour of copulas / Piotr Jaworski -- Copulae in reliability theory (order statistics, coherent systems) / Tomasz Rychlik -- Copula-based measures of multivariate association / Friedrich Schmid ... [et al.] -- Semi-copulas and interpretations of coincidences between stochastic dependence and ageing / Fabio Spizzichino -- A copula-based model for spatial and temporal dependence of equity markets / Umberto Cherubini ... [et al.] -- Nonparametric and semiparametric bivariate modeling of petrophysical porosity-permeability dependence from well log data / Arturo Erdely and Martin Diaz-Viera -- Testing under the extended Koziol-Green model / Auguste Gaddah and Roel Braekers -- Parameter estimation and application of the multivariate skew t-copula / Tõnu Kollo and Gaida Pettere -- On analytical similarities of Archimedean and exchangeable Marshall-Olkin copulas / Jan-Frederik Mai and Matthias Schere -- Relationships between Archimedean copulas and Morgenstern utility functions / Jaap Spreeuw. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2010928666 |
| ISBN | 9783642124648 (pbk. : acid-free paper) |
| ISBN | 364212464X (pbk. : acid-free paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |