出版社：Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要：Copulas are used to specify dependence between two or more random variables. The last few years have seen a surge of developments of parametric models for copulas. Here, we provide an up-to-date and a comprehensive review of known parametric copulas as well as applications and open problems. This review is believed to be the first of its kind.
