000			03619nam a22004095i 4500
001			301923
003			MX-SnUAN
005			20160429155728.0
007			cr nn 008mamaa
008			150903s2010 gw | o |||| 0|eng d
020			_a9783642124655 _99783642124655
024	7		_a10.1007/9783642124655 _2doi
035			_avtls000354910
039		9	_a201509030531 _bVLOAD _c201405060342 _dVLOAD _y201402191030 _zstaff
040			_aMX-SnUAN _bspa _cMX-SnUAN _erda
050		4	_aQA276-280
100	1		_aJaworski, Piotr. _eeditor. _9339981
245	1	0	_aCopula Theory and Its Applications : _bProceedings of the Workshop Held in Warsaw, 25-26 September 2009 / _cedited by Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Härdle, Tomasz Rychlik.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2010.
300			_axviii, 327 páginas 50 ilustraciones, 25 ilustraciones en color. _brecurso en línea.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
490	0		_aLecture Notes in Statistics, _x0930-0325 ; _v198
500			_aSpringer eBooks
505	0		_aSurveys -- Copula Theory: An Introduction -- Dynamic Modeling of Dependence in Finance via Copulae Between Stochastic Processes -- Copula Estimation -- Pair-Copula Constructions of Multivariate Copulas -- Risk Aggregation -- Extreme-Value Copulas -- Construction and Sampling of Nested Archimedean Copulas -- Tail Behaviour of Copulas -- Copulae in Reliability Theory (Order Statistics, Coherent Systems) -- Copula-Based Measures of Multivariate Association -- Semi-copulas and Interpretations of Coincidences Between Stochastic Dependence and Ageing -- Contributed Papers -- A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets -- Nonparametric and Semiparametric Bivariate Modeling of Petrophysical Porosity-Permeability Dependence from Well Log Data -- Testing Under the Extended Koziol-Green Model -- Parameter Estimation and Application of the Multivariate Skew t-Copula -- On Analytical Similarities of Archimedean and Exchangeable Marshall-Olkin Copulas -- Relationships Between Archimedean Copulas and Morgenstern Utility Functions.
520			_aCopulas 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.
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aDurante, Fabrizio. _eeditor. _9339982
700	1		_aHärdle, Wolfgang Karl. _eeditor. _9338203
700	1		_aRychlik, Tomasz. _eeditor. _9339983
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9783642124648
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-642-12465-5 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999			_c301923 _d301923