Copulas : a personal view
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20090089075 | ||
| 003 | MAP | ||
| 005 | 20110303123937.0 | ||
| 008 | 091005e20090901usa|| p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20080129989$aEmbrechts, Paul | ||
| 245 | 0 | 0 | $aCopulas$b: a personal view$cPaul Embrechts |
| 520 | $aCopula modeling has taken the world of finance and insurance, and well beyond, by storm. Why is this? In this article, the author reviews the early start of this development, discuss some important current research, mainly from an applications point of view, and comment on potential future developments. An alternative title of the article would be "demystifying the copula craze". The article also contains what the author would likes to call the copula must-reads | ||
| 650 | 1 | $0MAPA20080632151$aTécnicas estadísticas multivariantes | |
| 650 | 1 | $0MAPA20090035034$aModelización mediante cópulas | |
| 650 | 1 | $0MAPA20080582418$aRiesgo financiero | |
| 650 | 1 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 1 | $0MAPA20080592011$aModelos actuariales | |
| 650 | 1 | $0MAPA20080632168$aTransferencia Alternativa de Riesgos | |
| 773 | 0 | $wMAP20077000727$tThe Journal of risk and insurance$dNueva York : The American Risk and Insurance Association, 1964-$x0022-4367$g01/09/2009 Tomo 76 Número 3 - 2009, p. 639-650 |