Copulas : a personal view

Recurso electrónico / electronic resource
Registro MARC
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100  ‎$0‎MAPA20080129989‎$a‎Embrechts, Paul
24500‎$a‎Copulas‎$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
7730 ‎$w‎MAP20077000727‎$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