ABSTRACT

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 further readings highlight active research in the field, including new results, streamlined presentations, and new proofs of old results.After covering the

chapter 1|38 pages

Copulas: basic definitions and properties

chapter 2|36 pages

Copulas and stochastic dependence

chapter 3|48 pages

Copulas and measures

chapter 4|38 pages

Copulas and approximation

chapter 5|28 pages

The Markov product of copulas

chapter 6|26 pages

A compendium of families of copulas

chapter 7|34 pages

Generalisations of copulas: quasi-copulas

chapter 8|36 pages

Generalisations of copulas: semi-copulas