Volume 139 1999

An Introduction to Copulas

Authors:

ISBN: 978-0-387-98623-4 (Print) 978-1-4757-3076-0 (Online)

Table of contents (6 chapters)

  1. Front Matter

    Pages N2-xi

  2. No Access

    Book Chapter

    Pages 1-4

    Introduction

  3. No Access

    Book Chapter

    Pages 5-44

    Definitions and Basic Properties

  4. No Access

    Book Chapter

    Pages 45-87

    Methods of Constructing Copulas

  5. No Access

    Book Chapter

    Pages 89-124

    Archimedean Copulas

  6. No Access

    Book Chapter

    Pages 125-182

    Dependence

  7. No Access

    Book Chapter

    Pages 183-199

    Additional Topics

  8. Back Matter

    Pages 201-218