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Bivariate Copulas

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Abstract

The study of copulas is a growing field. The construction and properties of copulas have been studied rather extensively during the last 15 years or so. Hutchinson and Lai (1990) were among the early authors who popularized the study of copulas. Nelsen (1999) presented a comprehensive treatment of bivariate copulas, while Joe (1997) devoted a chapter of his book to multivariate copulas. Further authoritative updates on copulas are given in Nelsen (2006). Copula methods have many important applications in insurance and finance [Cherubini et al. (2004) and Embrechts et al. (2003)].

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  1. Department of Mathematics & Statistics, McMaster University, 1280 Main St. W., L8S 4K1, Hamilton, ON, Canada

    Prof. N. Balakrishna

  2. Institute of Sciences and Technology, Massey University, 11222 Private Bag, Palmerston North, New Zealand

    Chin Diew Lai

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Balakrishna, N., Lai, C.D. (2009). Bivariate Copulas. In: Continuous Bivariate Distributions. Springer, New York, NY. https://doi.org/10.1007/b101765_2

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