This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the la

Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of

1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling co

This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimat

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate s