Distorted Copulas: Constructions and Tail Dependence (Q3585317): Difference between revisions

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+On a class of transformations of copulas and quasi-copulas
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+Multivariate distributions defined in terms of contours
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+Bivariate survival models with Clayton aging functions
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+Lower tail dependence for Archimedean copulas: characterizations and pitfalls
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+Tails of multivariate Archimedean copulas
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+Using distortions of copulas to price synthetic CDOs
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+Tail dependence from a distributional point of view
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+Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
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+Classes of orderings of measures and related correlation inequalities. II. Multivariate reverse rule distributions
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