03116nam a2200373 i 4500991002027929707536130417s2010 de a b 101 0 eng d9783642124648b14109335-39ule_instDip.to Matematica e Fisica - Sez. Matematicaeng519.53523AMS 62E10AMS 62H05AMS 62H10AMS 60E05LC QA273.6.C667Copula theory and its applications :proceedings of the workshop held in Warsaw, 25-26 September 2009 /Piotr Jaworski ... [et al.], editorsHeidelberg :Springer,c2010xviii, 327 p. :ill. ;23 cmLecture notes in statistics - proceedings ;198Includes bibliographical references and indexCopula theroy : an introduction /Fabrizio Durante and Carlo Sempi ;Dynamic modeling of dependence in finance via copulae between stochastic processes /Tomasz R. Bielecki, Jacek Jakubowski and Mariusz Nieweglowski ;Copula estimation /Barbara Choros', Rustam Ibragimov and Elena Permiakova ;Pair-copula constructions of multivariate copulas /Claudia Czado ;Risk aggregation / Paul Embrechts and Giovanni Puccetti ;Extreme-value copulas /Gordon Gudendorf and Johan Segers ;Construction and sampling of nested Archimedean copulas /Marius Hofert ;Tail behaviour of copulas /Piotr Jaworski ;Copulae in reliability theory (order statistics, coherent systems) /Tomasz Rychlik ;Copula-based measures of multivariate association /Friedrich Schmid ... [et al.] ;Semi-copulas and interpretations of coincidences between stochastic dependence and ageing /Fabio Spizzichino ;A copula-based model for spatial and temporal dependence of equity markets /Umberto Cherubini ... [et al.] ;Nonparametric and semiparametric bivariate modeling of petrophysical porosity-permeability dependence from well log data /Arturo Erdely and Martin Diaz-Viera ;Testing under the extended Koziol-Green model /Auguste Gaddah and Roel Braekers ;Parameter estimation and application of the multivariate skew t-copula /Tonu Kollo and Gaida Pettere ;On analytical similarities of Archimedean and exchangeable Marshall-Olkin copulas /Jan-Frederik Mai and Matthias Schere ;Relationships between Archimedean copulas and Morgenstern utility functions /Jaap SpreeuwCopulas (Mathematical statistics)CongressesJaworski, Piotrauthorhttp://id.loc.gov/vocabulary/relators/aut732375Durante, FabrizioHärdle, Wolfgang KarlRychlik, Tomaszhttp://dx.doi.org/10.1007/978-3-642-12465-5An electronic book accessible through the World Wide Web.b1410933521-10-1417-04-13991002027929707536LE013 62E JAW11 (2010)12013000218977le013pE89.95-l- 03030.i1552025001-07-13Copula theory and its applications1442909UNISALENTOle01317-04-13ma -engde 00