Copulas and Dependence Models with Applications

1. Constructions of copulas under prescribed sections
Enrique Amo, Manuel Díaz Carrillo, Juan Fernández Sánchez

2. The Gumbel-Marshall-Olkin distribution
Umberto Cherubini, Sabrina Mulinacci

3. A look at copulas in a curved mirror
Bernard Baets, Hans Meyer

4. Copula–based clustering methods
F. Marta L. Lascio, Fabrizio Durante, Roberta Pappadà

5. Copula-based piecewise regression
Arturo Erdely

6. When Gumbel met Galambos
Christian Genest, Johanna G. Nešlehová

7. On the Conditional Value-at-Risk (CoVaR) in copula setting
Piotr Jaworski

8. Parametric copula families for statistical models
Harry Joe

9. Copula constructions using ultramodularity
Erich Peter Klement, Anna Kolesárová, Radko Mesiar, Susanne Saminger-Platz

10. Operations on Finite Settings: from Triangular Norms to Copulas
Gaspar Mayor, Jaume Suñer, Joan Torrens

11. My meetings with Roger B. Nelsen
José Juan Quesada-Molina

12. Improved Hoeffding–Fréchet bounds and applications to VaR estimates
Ludger Rüschendorf

13. Quasi–copulas: a brief survey
Carlo Sempi

14. Complete dependence everywhere?
Wolfgang Trutschnig

15. Sklar’s theorem: The cornerstone of the Theory of Copulas
Manuel Úbeda-Flores, Juan Fernández-Sánchez

Nyckelord: Statistics, Statistical Theory and Methods, Probability Theory and Stochastic Processes, Statistics for Business/Economics/Mathematical Finance/Insurance, Measure and Integration, Applications of Mathematics