Modelling Dependence with Copulas and Applications to Risk Management

Link
http://books.google.de/books?hl=de&lr=&id=sv8jGSVFra8C&oi=fnd&pg=PA329&dq=Modelling%20Dependence%20with%20Copulas%20and%20Applications%20to%20Risk%20Management&ots=Yto5srG0_E&sig=cg56xsMQzFmuGc0wvj5EuRh3a8g#v=onepage&q=Modelling%20Dependence%20with%20Copulas%20and%20Applications%20to%20Risk%20Management&f=false
Page
331-383
Series
Working Paper
Year
2003
Contributed
Rachev (ed.) 2003 – Handbook of heavy tailed distributions
Categories
New Risk Measures
Authors
Embrechts, Paul
Lindskog, Filip
McNeil, Alexander J.