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Copulas: A Personal View
Company: Journal of Risk and Insurance
Company Url: Click here to open
Year Of Publication: 2009
Month Of Publication: September
Pages: 639-650
Download Count: 37
View Count: 1898
Comment Num: 0
Language: English
Who Can Read: Free
Date: 4-15-2010
Publisher: Administrator
Copula modeling has taken the world of finance and insurance, and well
beyond, by storm. Why is this? In this article, I review 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 I would like to call the copula must-reads.
(volume 76, number
Embrechts, Paul Sign in to follow this author
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