book chapterElsevier eBooksJan 1, 2003Closed access

Modelling Dependence with Copulas and Applications to Risk Management

PEPaul EmbrechtsFLFilip LindskogAJAlexander J. McNeil

ETH Zurich

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

1,061
total citations
FWCI
94.26
Percentile
100%
References
48
Citations per year

Authors

3

Topics & keywords

Topics
Keywords
  • Copula (linguistics)
  • Computer science
  • Risk analysis (engineering)
  • Econometrics
  • Business
  • Mathematics
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