Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...

This is a preview. Log in through your library . Abstract Consider a random vector U whose distribution function coincides in its upper tail with that of an Archimedean copula. We report the fact that ...

Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and ...

Vol. 27, No. 3, Contributions to the 7th Conference on Multivariate Distributions with Applications and 1st Conference on Applied Probability and Statistical Methods (August 2013), pp. 265-284 (20 ...

We propose a novel approach for the computation of the probability distribution of a counting variable linked to a particular kind of hierarchical multivariate copula function called a clusterized ...