An introduction to copulas. Properties and applications

Multivariate analysis (62H99) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Axioms; other general questions in probability (60A05)

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dimensions, STOCHASTIC INCREASE IN CDS AND CDO PORTFOLIO PREMIUMS, ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS, FINITE ELEMENT METHOD USED TO APPROXIMATE BIVARIATE COPULAS WITH DIRICHLET NON HOMOGENEOUS CONDITION, Min-infinite divisibility of the bivariate Marshall–Olkin copulas, A bivariate zero-inflated Poisson control chart: Comments and corrections on earlier results, Dimension Reduction with Linear Discriminant Functions Based on an Odds Ratio Parameterization, Design-consistent model-based variances with systematic sampling: a case study with the Danish national Forest inventory, Interval Computations as a Particular Case of a General Scheme Involving Classes of Probability Distributions, On some new dependence models derived from multivariate collective models in insurance applications, A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics, A note on upper-patched generators for Archimedean copulas, Unnamed Item, Unnamed Item, A comparison between stochastic DEA and fuzzy DEA approaches: revisiting efficiency in Angolan banks, Modeling Uncertainty and Nonlinearity by Probabilistic Metric Spaces, Lifetime dependence models generated by multiply monotone functions, Unnamed Item, On ordinal sums of overlap and grouping functions on complete lattices, Monitoring photochemical pollutants based on symbolic interval-valued data analysis, Estimating the probability of widespread flood events, Iterative kernel density estimation from noisy-dependent observations, Joint posterior inference for latent Gaussian models with R-INLA, Multiobjective land–water allocation model for sustainable agriculture with predictive stochastic yield response, Accounting for Non‐ignorable Sampling and Non‐response in Statistical Matching, Computation and estimation of reliability for some bivariate copulas with Pareto marginals, Extended lasso-type MARS (LMARS) model in the description of biological network, Reliability in portfolio optimization using uncertain estimates, Copulas, Information measures for order statistics and their concomitants from Cambanis bivariate family, Improving the quality of generative models through Smirnov transformation, Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data, Weighted U-statistics for likelihood-ratio ordering of bivariate data, Hedging cryptos with Bitcoin futures, Integral transformation of a copula function, Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models, Detection of long range dependence in the time domain for (in)finite-variance time series, Extention of relative-risk power estimator under dependent random censored data, Model-based clustering of Gaussian copulas for mixed data, Semiparametric estimation method for accelerated failure time model with dependent censoring, Archimedean Utility Copulas with Polynomial Generating Functions, Sampling from Archimedean copulas, Testing stochastic orders in tails of contingency tables, Bivariate beta regression models: joint modeling of the mean, dispersion and association parameters, On a bounded bimodal two-sided distribution fitted to the Old-Faithful geyser data, Transforming Gaussian correlations. Applications to generating long-range power-law correlated time series with arbitrary distribution, Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis, A Bayesian joint model of recurrent events and a terminal event, Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies, Statistical monitoring of a web server for error rates: a bivariate time-series copula-based modeling approach, An introduction to copula-based bivariate reliability Concepts, Statistical analysis and application of competing risks model with regression, A semi-parametric approach to risk management, Valuing Bermudan options when asset returns are Lévy processes, Accelerated life regression modelling of dependent bivariate time-to-event data, On the preservation of copula structure under truncation, Bayesian Inference for the Causal Effect of Mediation, Measures of concordance determined by 𝐷₄-invariant measures on (0,1)², On Equality in Distribution of Ratios $\boldsymbol{X\!{/}(X}{+}\boldsymbol{Y)}$ and $\boldsymbol{Y\!{/}(X}{+}\boldsymbol{Y)}$, Modeling cause-of-death mortality using hierarchical Archimedean copula, A normal copula model for the arrival process in a call center, Unnamed Item, Unnamed Item, A Dependence Metric for Possibly Nonlinear Processes, Archimedean components of triangular norms, On the multivariate probability integral transformation, Unconditionally selective dependence of random variables on external factors., Distribution functions of copulas: A class of bivariate probability integral transforms, Stochastic comparisons of interfailure times under a relevation replacement policy, Stochastic comparisons of coherent systems under different random environments, Unnamed Item, AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS, Unnamed Item, On a construction of multivariate distributions given some multidimensional marginals, Tails of weakly dependent random vectors, Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function, The Notions of Overlap and Grouping Functions, CHECKERBOARD COPULAS OF MAXIMUM ENTROPY WITH PRESCRIBED MIXED MOMENTS, Unnamed Item, Unnamed Item, Unnamed Item, Sample size determination for clustered right-censored data using copula models, Behaviour of multivariate tail dependence coefficients, Dimension Reduction Method-Based RBDO for Dependent Interval Variables, Oil price and FX-rates dependency, Unnamed Item, A law of uniform seniority for dependent lives, Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk, Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models, Computation of Multivariate Barrier Crossing Probability and its Applications in Credit Risk Models