Using copulas in risk analysis

Dalton F. Andrade, Pedro A. Barbetta, Paulo José de Freitas Filho, Ney A. de Mello Zunino, Carlos Magno C. Jacinto. Using copulas in risk analysis. In L. Felipe Perrone, Barry Lawson, Jason Liu, Frederick P. Wieland, editors, Proceedings of the Winter Simulation Conference WSC 2006, Monterey, California, USA, December 3-6, 2006. pages 727-732, WSC, 2006. [doi]

Authors

Dalton F. Andrade

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Pedro A. Barbetta

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Paulo José de Freitas Filho

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Ney A. de Mello Zunino

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Carlos Magno C. Jacinto

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