Copula theory and its applications - Info and Reading Options

"Copula theory and its applications" Table Of Contents:

• 1- Copula theroy : an introduction / Fabrizio Durante and Carlo Sempi
• 2- Dynamic modeling of dependence in finance via copulae between stochastic processes / Tomasz R. Bielecki, Jacek Jakubowski and Mariusz Niewęgłowski
• 3- Copula estimation / Barbara Choroś, Rustam Ibragimov and Elena Permiakova
• 4- Pair-copula constructions of multivariate copulas / Claudia Czado
• 5- Risk aggregation / Paul Embrechts and Giovanni Puccetti
• 6- Extreme-value copulas / Gordon Gudendorf and Johan Segers
• 7- Construction and sampling of nested Archimedean copulas / Marius Hofert
• 8- Tail behaviour of copulas / Piotr Jaworski
• 9- Copulae in reliability theory (order statistics, coherent systems) / Tomasz Rychlik
• 10- Copula-based measures of multivariate association / Friedrich Schmid ... [et al.]
• 11- Semi-copulas and interpretations of coincidences between stochastic dependence and ageing / Fabio Spizzichino
• 12- A copula-based model for spatial and temporal dependence of equity markets / Umberto Cherubini ... [et al.]
• 13- Nonparametric and semiparametric bivariate modeling of petrophysical porosity-permeability dependence from well log data / Arturo Erdely and Martin Diaz-Viera
• 14- Testing under the extended Koziol-Green model / Auguste Gaddah and Roel Braekers
• 15- Parameter estimation and application of the multivariate skew t-copula / Tõnu Kollo and Gaida Pettere
• 16- On analytical similarities of Archimedean and exchangeable Marshall-Olkin copulas / Jan-Frederik Mai and Matthias Schere
• 17- Relationships between Archimedean copulas and Morgenstern utility functions / Jaap Spreeuw.

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