Reuters

The dangerous Gaussian copula function

MacKenzie is a very smart sociologist, who understands quants and copula functions much more deeply than I ever did. (And, like most journalists, I forgot nearly all of what I ever knew about them ...
JSTOR Daily

Bayesian estimation of a bivariate copula using the Jeffreys prior

This is a preview. Log in through your library . Abstract A bivariate distribution with continuous margins can be uniquely decomposed via a copula and its marginal distributions. We consider the ...
Insurancenewsnet.com

Recent Findings from University of Calgary Highlight Research in Risk Management (A Novel Stochastic Copula Model for the Texas Energy Market): Insurance – Risk Management

2025 AUG 07 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- A new study on risk management is now available. According to news originating from Calgary, Canada, by NewsRx ...
JSTOR Daily

Probability Distribution of Nonlinear Wave Surface Slope Based on Copula Function

Journal of Coastal Research, SPECIAL ISSUE NO. 103. Global Topics and New Trends in Coastal Research: Port, Coastal and Ocean Engineering (SUMMER 2020), pp. 839-842 (4 pages) In order to improve the ...