By Piotr Jaworski,Fabrizio Durante,Wolfgang Karl Härdle,Tomasz Rychlik

Copulas are mathematical items that absolutely catch the dependence constitution between random variables and therefore provide nice flexibility in construction multivariate stochastic versions. given that their creation within the early 50's, copulas have won huge reputation in numerous fields of utilized arithmetic, akin to finance, coverage and reliability idea. at the present time, they symbolize a well-known device for industry and credits types, aggregation of hazards, portfolio choice, and so forth. This ebook is split into major elements: half I - "Surveys" comprises eleven chapters that offer an updated account of crucial features of copula types. half II - "Contributions" collects the prolonged types of 6 talks chosen from papers provided on the workshop in Warsaw.

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