Copulas : a personal view
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<title>Copulas</title>
<subTitle>: a personal view</subTitle>
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<abstract displayLabel="Summary">Copula 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</abstract>
<note type="statement of responsibility">Paul Embrechts</note>
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<topic>Técnicas estadísticas multivariantes</topic>
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<topic>Modelización mediante cópulas</topic>
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<topic>Modelos actuariales</topic>
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<topic>Transferencia Alternativa de Riesgos</topic>
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<title>The Journal of risk and insurance</title>
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<publisher>Nueva York : The American Risk and Insurance Association, 1964-</publisher>
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<identifier type="issn">0022-4367</identifier>
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<text>01/09/2009 Tomo 76 Número 3 - 2009, p. 639-650</text>
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