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Bivariate Copulas

In: Continuous Bivariate Distributions

Author

Listed:
  • N. Balakrishna

    (McMaster University, Department of Mathematics & Statistics)

  • Chin Diew Lai

    (Institute of Sciences and Technology, Massey University)

Abstract

The study of copulas is a growing field. The construction and properties of copulas have been studied rather extensively during the last 15 years or so. Hutchinson and Lai (1990) were among the early authors who popularized the study of copulas. Nelsen (1999) presented a comprehensive treatment of bivariate copulas, while Joe (1997) devoted a chapter of his book to multivariate copulas. Further authoritative updates on copulas are given in Nelsen (2006). Copula methods have many important applications in insurance and finance [Cherubini et al. (2004) and Embrechts et al. (2003)].

Suggested Citation

  • N. Balakrishna & Chin Diew Lai, 2009. "Bivariate Copulas," Springer Books, in: Continuous Bivariate Distributions, chapter 0, pages 33-65, Springer.
    • Handle: RePEc:spr:sprchp:978-0-387-09614-8_2
    DOI: 10.1007/b101765_2
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