Copulas : a personal view

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Coleção: Artigos

Título: Copulas : a personal view / Paul Embrechts
Notas: 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
Outras classificações: 6

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