Copulas : a personal view

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<rdf:Description>
<dc:creator>Embrechts, Paul</dc:creator>
<dc:date>2009-09-01</dc:date>
<dc:description xml:lang="es">Sumario: 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/115397.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Técnicas estadísticas multivariantes</dc:subject>
<dc:subject xml:lang="es">Modelización mediante cópulas</dc:subject>
<dc:subject xml:lang="es">Riesgo financiero</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Modelos actuariales</dc:subject>
<dc:subject xml:lang="es">Transferencia Alternativa de Riesgos</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Copulas : a personal view</dc:title>
<dc:relation xml:lang="es">En: The Journal of risk and insurance. - Nueva York : The American Risk and Insurance Association, 1964- = ISSN 0022-4367. - 01/09/2009 Tomo 76 Número 3  - 2009, p. 639-650</dc:relation>
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