Decision Sciences
8 years ago

New statistical tool revolutionizes understanding of complex relationships and dependencies.

Elsevier eBooks
Copulas and quasi-copulas: An introduction to their properties and applications
Roger B. Nelsen

Paper Summary

Related papers

Theme background image
Mathematics
a year ago

New method unlocks complex relationships in multivariate data analysis!

Quasi-Monte Carlo
Financial Volatility
Risk Modeling
3 views
Decision Sciences
6 years ago

T-copula revolutionizes risk assessment for insurance models under Solvency II.

Risk Modeling
Insurance Dynamics
Financial Volatility
2 views
Economics, Econometrics and Finance
8 years ago

New method accurately measures financial data tail dependence in future markets.

Econophysics
Stock Market Predictions
2 views

The article introduces copulas and quasi-copulas, which are mathematical tools used to study relationships between variables. Copulas, like Archimedean copulas, help analyze dependence concepts and measures of association. Quasi-copulas are used to find bounds on sets of copulas and have various applications. The researchers explore the properties and applications of these tools, including multivariate Archimedean quasi-copulas.