Theory Copula

Principles of Copula Theory  eBooks & eLearning

Posted by nebulae at July 21, 2015
Principles of Copula Theory

Fabrizio Durante, Carlo Sempi, "Principles of Copula Theory"
English | ISBN: 1439884420 | 2015 | 332 pages | PDF | 19 MB

Copula Theory and Its Applications (repost)  eBooks & eLearning

Posted by MoneyRich at Nov. 24, 2014
Copula Theory and Its Applications (repost)

Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 by Piotr Jaworski
English | July 24, 2010 | ISBN: 364212464X | 327 pages | PDF | 5 MB

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.

Copula: Sexual Technologies, Reproductive Powers (Suny Series in Gender Theory)  eBooks & eLearning

Posted by AlenMiler at Oct. 12, 2014
Copula: Sexual Technologies, Reproductive Powers (Suny Series in Gender Theory)

Copula: Sexual Technologies, Reproductive Powers (Suny Series in Gender Theory) by Robyn Ferrell
State Univ of New York Pr | June 12, 2006 | English | ISBN: 0791467538 | 175 pages | PDF | 1 MB

Explores the conceptual schema underlying our understanding of reproductive technologies.

Copula Theory and Its Applications (Repost)  eBooks & eLearning

Posted by Specialselection at Jan. 5, 2012
Copula Theory and Its Applications (Repost)

Piotr Jaworski, "Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, (Lecture Notes in Statistics / Lecture Notes in Statistics - Proceedings)"
Springer; 1st Edition | English | 2010-07-23 | ISBN: 364212464X | 341 pages | PDF | 4.8 mb

Dynamic Copula Methods in Finance (repost)  eBooks & eLearning

Posted by libr at April 21, 2017
Dynamic Copula Methods in Finance (repost)

Dynamic Copula Methods in Finance by Umberto Cherubini, Sabrina Mulinacci, Fabio Gobbi and Silvia Romagnoli
English | ISBN: 0470683074 | 2011 | PDF | 284 pages | 3,7 MB

Introduction to Bayesian Estimation and Copula Models of Dependence  eBooks & eLearning

Posted by nebulae at March 14, 2017
Introduction to Bayesian Estimation and Copula Models of Dependence

Arkady Shemyakin, Alexander Kniazev, "Introduction to Bayesian Estimation and Copula Models of Dependence"
English | ISBN: 1118959019 | 2017 | 352 pages | PDF | 8 MB
Copula Modeling: An Introduction for Practitioners (Foundations and Trends(r) in Econometrics)(Repost)

Copula Modeling: An Introduction for Practitioners (Foundations and Trends(r) in Econometrics) by Pravin K. Trivedi
English | 2007 | ISBN: 1601980205 | 128 Pages | PDF | 975.65 KB

Convolution Copula Econometrics (SpringerBriefs in Statistics)  eBooks & eLearning

Posted by hill0 at Dec. 5, 2016
Convolution Copula Econometrics (SpringerBriefs in Statistics)

Convolution Copula Econometrics (SpringerBriefs in Statistics) by Umberto Cherubini
English | 7 Dec. 2016 | ISBN: 3319480146 | 102 Pages | PDF | 3.37 MB

This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes.

Marshall Olkin Distributions - Advances in Theory and Applications  eBooks & eLearning

Posted by Underaglassmoon at June 2, 2015
Marshall Olkin Distributions - Advances in Theory and Applications

Marshall Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013
Springer | Statistics | July 14 2015 | ISBN-10: 3319190385 | 113 pages | pdf | 2.42 mb

by Umberto Cherubini (Editor), Fabrizio Durante (Editor), Sabrina Mulinacci (Editor)

Actuarial Theory for Dependent Risks: Measures, Orders and Models  eBooks & eLearning

Posted by AlenMiler at Oct. 13, 2014
Actuarial Theory for Dependent Risks: Measures, Orders and Models

Actuarial Theory for Dependent Risks: Measures, Orders and Models by Michel Denuit
Wiley; 1 edition | November 4, 2005 | English | ISBN: 047001492X | 458 pages | PDF | 4 MB

The increasing complexity of insurance and reinsurance products has seen a growing interest amongst actuaries in the modelling of dependent risks. For efficient risk management, actuaries need to be able to answer fundamental questions such as: Is the correlation structure dangerous? And, if yes, to what extent? Therefore tools to quantify, compare, and model the strength of dependence between different risks are vital.