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1. An introduction to copulas
by Nelsen, Roger B
2006, 2nd ed., ISBN 0387286594, xiii, 269
Book
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2. Full Text Copulas, diagonals, and tail dependence
by Durante, Fabrizio and Fernández-Sánchez, Juan and Pappadà, Roberta
Fuzzy Sets and Systems, ISSN 0165-0114, 04/2015, Volume 264, pp. 22 - 41
We present some known and novel aspects about bivariate copulas with prescribed diagonal section by highlighting their use in the description of the tail... 
Copulas | Risk aggregation | Diagonal section | Tail dependence | Risk management | MATHEMATICS, APPLIED | ORDER-STATISTICS | FINANCIAL TIME-SERIES | STATISTICS & PROBABILITY | ARCHIMEDEAN COPULAS | MULTIVARIATE COPULAS | RANDOM-VARIABLES | PORTFOLIO OPTIMIZATION | SEMILINEAR COPULAS | QUASI-COPULAS | COMPUTER SCIENCE, THEORY & METHODS | BIVARIATE COPULAS | ABSOLUTELY CONTINUOUS COPULAS | Tools | Fuzzy set theory | Mathematical analysis | Time series
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3. Large-sample tests of extreme-value dependence for multivariate copulas
by Segers, Johan and Yan, Jun and Kojadinovic, Ivan
Canadian journal of statistics, ISSN 0319-5724, 10/2011, Volume 39, Issue 4, pp. 703 - 720
Starting from the characterization of extreme-value copulas based on max-stability, large-sample tests of extreme-value dependence for multivariate copulas are... 
Copulas
Journal Article
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4. Full Text Reflected maxmin copulas and modeling quadrant subindependence
by Košir, Tomaž and Omladič, Matjaž
Fuzzy Sets and Systems, ISSN 0165-0114, 01/2020, Volume 378, pp. 125 - 143
Copula models have become popular in different applications, including modeling shocks, in view of their ability to describe better the dependence concepts in... 
Semilinear copulas | Shock models | Maxmin copulas | Copula | Dependence concepts | Marshall–Olkin copulas | MATHEMATICS, APPLIED | Marshall-Olkin copulas | SHOCK-MODELS | STATISTICS & PROBABILITY | COMPUTER SCIENCE, THEORY & METHODS
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5. Full Text The role of generalized convexity in conic copula constructions
by Jwaid, T and De Meyer, H and Mesiar, R and De Baets, B
Journal of Mathematical Analysis and Applications, ISSN 0022-247X, 05/2015, Volume 425, Issue 2, pp. 864 - 885
Inspired by the notion of a conic semi-copula, we introduce upper conic, lower conic and biconic semi-copulas with a given section. Such semi-copulas are... 
Quasi-copula | Linear interpolation | Semi-copula | Copula | Biconic copula | Conic copula | MATHEMATICS, APPLIED | HORIZONTAL SECTIONS | DEPENDENCE | MATHEMATICS | 1-LIPSCHITZ AGGREGATION OPERATORS | SEMILINEAR COPULAS | PATCHWORK | QUASI-COPULAS | Computer science | Analysis
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6. Full Text Statistical models and methods for dependence in insurance data
by Haug, Stephan and Klüppelberg, Claudia and Peng, Liang
Journal of the Korean Statistical Society, ISSN 1226-3192, 2011, Volume 40, Issue 2, pp. 125 - 139
Copulas are becoming a quite flexible tool in modeling dependence among the components of a multivariate vector. In order to predict extreme losses in... 
Hypothesis testing | Risk modeling | Tail copula | Copula | Multivariate statistics | Interval estimation | Extreme risk | Extreme value copula | Inference for copulas | Tail dependence coefficient | Extreme dependence | Risk estimation | Dependence modeling | Point estimation | CONFIDENCE-INTERVALS | STATISTICS & PROBABILITY | OF-FIT TESTS | ESTIMATOR | INFERENCE | NONPARAMETRIC-ESTIMATION | WEAK-CONVERGENCE | EMPIRICAL LIKELIHOOD | 통계학
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7. Full Text Zero-sets of copulas
by de Amo, Enrique and Fernández-Sánchez, Juan and Úbeda-Flores, Manuel
Fuzzy Sets and Systems, ISSN 0165-0114, 09/2019
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8. Full Text Final solution to the problem of relating a true copula to an imprecise copula
by Omladič, Matjaž and Stopar, Nik
Fuzzy Sets and Systems, ISSN 0165-0114, 07/2019
In this paper we solve in the negative the problem proposed in this journal (I. Montes et al., Sklar's theorem in an imprecise setting, Fuzzy Sets and Systems,... 
Mathematics - Probability
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9. Full Text Perturbation of bivariate copulas
by Mesiar, Radko and Komorníková, Magda and Komorník, Jozef
Fuzzy Sets and Systems, ISSN 0165-0114, 06/2015, Volume 268, pp. 127 - 140
New types of constructions of bivariate copulas are introduced, discussed and exemplified. Based on a given copula , we look for its perturbation into another... 
Radially symmetric copula | Farlie–Gumbel–Morgenstern copulas | Perturbation of product copula | Construction method for copula | Farlie-Gumbel-Morgenstern copulas | DISTRIBUTIONS | MATHEMATICS, APPLIED | FGM COPULAS | STATISTICS & PROBABILITY | COMPUTER SCIENCE, THEORY & METHODS | DEPENDENCE | Stresses | Construction | Fittings | Fuzzy set theory | Perturbation
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10. COPULAS: UNIVERSALS IN THE CATEGORIZATION OF THE LEXICON
by PUSTET, REGINA
2003, OXFORD LINGUISTICS. SER: OXFORD STUDIES IN TYPOLOGY AND LINGUISTIC THEORY., ISBN 0199258503, 280
Copulas (in English, the verb to be) are conventionally defined functionally as a means of relating elements of clause structure, especially subject and... 
semantics | Semantics, Comparative | Lexical Categorization | Copulas | Syntactic Structure | Languages | Copularization | Grammaticalization | Vocabulary | Copula | Semantics | The English Language | Syntax of Contemporary English | Vocabulary of Contemporary English | Grammar | Meaning
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11. Full Text Zero-linear copulas
by Fernández-Sánchez, Juan and Úbeda-Flores, Manuel
Information Sciences, ISSN 0020-0255, 11/2019, Volume 503, pp. 23 - 38
We introduce a new method for constructing copulas —a special type of aggregation functions—based on the idea that if  ≤  ( ), for any continuous and... 
Copula | Archimedean copula | Zero-linear copula | Conic copula | COMPUTER SCIENCE, INFORMATION SYSTEMS | PROBABILITY MASS | ARCHIMEDEAN COPULAS | NOTION | ASYMMETRY | RESPECT | NON-EXCHANGEABILITY | CONSTRUCTION | AGGREGATION | Analysis | Numerical analysis
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12. An introduction to copulas
by Nelsen, Roger B
1999, Lecture notes in statistics, ISBN 9780387986234, Volume 139., xi, 216
Copulas (Mathematical statistics)
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13. Full Text Tails of multivariate Archimedean copulas
by Charpentier, Arthur and Segers, Johan
Journal of Multivariate Analysis, ISSN 0047-259X, 2009, Volume 100, Issue 7, pp. 1521 - 1537
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be used in the selection and construction of appropriate models... 
Survival copula | Clayton copula | Archimedean copula | Tail dependence copula | Extreme value distribution | Frailty model | Asymptotic independence | Domain of attraction | Regular variation | Coefficient of tail dependence | Complete monotonicity | STATISTICS & PROBABILITY | DEPENDENT RISKS | DISTRIBUTIONS | MODELS | FAMILIES | ASSOCIATION | Archimedean copula Asymptotic independence Clayton copula Coefficient of tail dependence Complete monotonicity Domain of attraction Extreme value distribution Frailty model Regular variation Survival copula Tail dependence copula
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14. Full Text A note on an idempotent transformation of absolutely continuous Archimedean copulas
by Fernández-Sánchez, Juan and Úbeda-Flores, Manuel
Fuzzy Sets and Systems, ISSN 0165-0114, 04/2019
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15. Full Text Modeling Multivariate Distributions Using Copulas: Applications in Marketing
by Peter J. Danaher and Michael S. Smith
Marketing Science, ISSN 0732-2399, 1/2011, Volume 30, Issue 1, pp. 4 - 21
In this research we introduce a new class of multivariate probability models to the marketing literature. Known as "copula models," they have a number of... 
Bayesian estimation | discrete copula | Markov chain Monte Carlo | probability models | website page views | media modeling | Gaussian copula | Copula functions | Maximum likelihood estimation | Economic models | Websites | Correlations | Correlation coefficients | Parametric models | Modeling | Eggs | Marketing | Media modeling | Markov chain monte carlo | Probability models | Discrete copula | Website page views | REGRESSION | RETENTION | BROWSING BEHAVIOR | BUSINESS | MEDIA EXPOSURE DISTRIBUTIONS | BIVARIATE DISTRIBUTIONS | RESPONSE DATA | DIRICHLET | MULTIPLE WEBSITES | Bayesian estimation; discrete copula; Markov chain Monte Carlo; Gaussian copula; media modeling; probability models; website page views | Usage | Gaussian distribution | Geometric probabilities | Models | Research | Multivariate analysis | Probabilities | Combinatorial probabilities
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16. Full Text Simplified pair copula constructions—Limitations and extensions
by Stöber, Jakob and Joe, Harry and Czado, Claudia
Journal of Multivariate Analysis, ISSN 0047-259X, 08/2013, Volume 119, pp. 101 - 118
So-called pair copula constructions (PCCs), specifying multivariate distributions only in terms of bivariate building blocks (pair copulas), constitute a... 
Pair copula construction | Conditional distribution | Archimedean copula | Elliptical copula | DEPENDENT RANDOM-VARIABLES | DISTRIBUTIONS | VINES | STATISTICS & PROBABILITY | MODEL | ARCHIMEDEAN COPULAS
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17. Full Text Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
by Smith, Michael and Min, Aleksey and Almeida, Carlos and Czado, Claudia
Journal of the American Statistical Association, ISSN 0162-1459, 12/2010, Volume 105, Issue 492, pp. 1467 - 1479
Copulas have proven to be very successful tools for the flexible modeling of cross-sectional dependence. In this paper we express the dependence structure of... 
Intraday electricity load | Bayesian model selection | Inhomogeneous Markov process | Copula diagnostic | D-vine | Covariance selection | Longitudinal copulas | Goodness of fit | Copula functions | Time dependence | Statistical models | Electricity | Theory and Methods | Parsimony | Longitudinal data | Parametric models | Estimators | Forecasting models | Estimation methods | STATISTICS & PROBABILITY | INFERENCE | DISTRIBUTIONS | SELECTION | ASSOCIATION | Bayesian statistical decision theory | Markov processes | Usage | Models
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18. Full Text On structural properties of an asymmetric copula family and its statistical implication
by Lee, Woojoo and Kim, Mijeong and Ahn, Jae Youn
Fuzzy Sets and Systems, ISSN 0165-0114, 06/2019
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19. Full Text Flexible dependence modeling of operational risk losses and its impact on total capital requirements
by Brechmann, Eike and Czado, Claudia and Paterlini, Sandra
Journal of Banking and Finance, ISSN 0378-4266, 03/2014, Volume 40, Issue 1, pp. 271 - 285
Operational risk data, when available, are usually scarce, heavy-tailed and possibly dependent. In this work, we introduce a model that captures such... 
Dependence modeling | Risk capital | Operational risk | Vine copula | Zero inflation | Student’s t copula | Student's t copula | PAIR-COPULA CONSTRUCTIONS | ARCHIMEDEAN COPULAS | BUSINESS, FINANCE | VINES | ECONOMICS | AGGREGATION | HIGH DIMENSIONS | Risk management | Bank capital | Models
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20. Full Text Kendall distributions and level sets in bivariate exchangeable survival models
by Nappo, Giovanna and Spizzichino, Fabio
Information Sciences, ISSN 0020-0255, 2009, Volume 179, Issue 17, pp. 2878 - 2890
For a given bivariate survival function , we study the relations between the set of the level curves of and the . Then we characterize the survival models... 
Archimedean copulas | Bivariate aging functions | Semi-copulas | Survival copulas | Bivariate VaR-curves | Associative copulas | COPULAS | COMPUTER SCIENCE, INFORMATION SYSTEMS
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