Copulas and Dependence Models with Applications: Contributions in Honor of Roger B. Nelsen - Softcover

Softcover

ISBN 10: 331987750X ISBN 13: 9783319877501

Verlag: Springer, 2018

Inhaltsangabe

This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75^th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017.

The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.

Über diesen Titel

Über die Autorin bzw. den Autor

Enrique de Amo Artero is Associate Professor of Mathematical Analysis at the Department of Mathematics at the University of Almería, Spain. He studied at the University of Granada, Spain, where he obtained his doctoral degree in Mathematics in 1994.  He is Principal Investigator of the research project “Applications of Measure Theory and Copula Theory. Construction of Stochastic Models", supported by the Ministry of Economy and Competitiveness of the Spanish Government. His fields of interest and research are finite measure theory, fractal theory, and copula theory.

Fabrizio Durante is Full Professor of Mathematical Methods of Economics, Finance and Actuarial Sciences at the University of Salento, Lecce, Italy. From 2006 until 2010, he worked at the Johannes Kepler University Linz, Austria, where he obtained his habilitation in Mathematics in 2010. From 2010 to 2016 he worked as Assistant and, subsequently, Associate Professor of Statistics at theFree University of Bozen-Bolzano, Italy. His research activities focus on the fields of dependence and copula models, with particular emphasis on applications in financial risk management, reliability theory, and environmental science (especially hydrology). He is author (together with Carlo Sempi) of the monograph “Principles of Copula Theory”, and he co-edited three books devoted to copula theory and its applications published by Springer. Currently, he is Associate Editor of the journal “Computational Statistics and Data Analysis", “Dependence Modeling" and “Statistical Methods and Applications”.

Juan Fernández Sánchez studied at the University of Granada, Spain, and obtained his doctoral degree (outstanding doctorate award) in Mathematics at the University of Almería, Spain, under the supervision of Enrique de Amo. He was Assistant Professor at the University of Granada and, later, he has worked for the Junta of Andalucía, Spain. He is a member of the ResearchGroup of Mathematical Analysis at the University of Almería and of the research project “Applications of Measure Theory and Copula Theory. Construction of Stochastic Models" His fields of interest and research are the peculiar functions (nowhere continuous differentiable function, singular function, etc.), measure theory, fractal theory, and copulas and quasi-copulas.

Manuel Úbeda Flores is Associate Professor of Applied Mathematics at the Department of Mathematics at the University of Almería, Spain, where he obtained his doctoral degree in Mathematics. His research activity focuses on copulas and dependence models.

Von der hinteren Coverseite

This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75^th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017.

The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2018
• Sprache: Englisch
• ISBN 10: 331987750X
• ISBN 13: 9783319877501
• Einband: Taschenbuch
• Anzahl der Seiten: 280
• Herausgeber: Úbeda Flores Manuel, De Amo Artero Enrique, Durante Fabrizio, Fernández Sánchez Juan
• Kontakt zum Hersteller: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Deutschland