Copulas and Dependence Models with Applications Contributions in Hon
This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed mar
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nd Dependence Models with Applications Contributions in Honor of Roger B. Nelsen
Copulas and Dependence Models with Applications
Manuel Úbeda Flores • Enrique de Amo Artero Fabrizio Durante • Juan Fernández Sánchez Editors
Copulas and Dependence Models with Applications Contributions in Honor of Roger B. Nelsen
Editors Manuel Úbeda Flores Department of Mathematics University of Almería Almería, Spain
Enrique de Amo Artero Department of Mathematics University of Almería Almería, Spain
Fabrizio Durante Dipartimento di Scienze dell’Economia Università del Salento Lecce, Italia
Juan Fernández Sánchez Research Group of Mathematical Analysis University of Almería Almería, Spain
ISBN 978-3-319-64220-8 ISBN 978-3-319-64221-5 (eBook) DOI 10.1007/978-3-319-64221-5 Library of Congress Control Number: 2017952950 Mathematics Subject Classification (2010): 62Exx, 62Fxx, 62Hxx, 60Exx, 28Axx, 62Pxx © Springer International Publishing AG 2017 The chapter ‘When Gumbel met Galambos’ is licensed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/). For further details see license information in the chapter. This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. Printed on acid-free paper This Springer imprint is published by Springer Nature The registered company is Springer International Publishing AG The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
Preface
This edited volume has been written to celebrate the 75th birthday of Prof. Roger B. Nelsen, Professor Emeritus of Mathematics at Lewis & Clark College in Portland, Oregon, USA. In addition to his monograph An Introduction to Copulas, Prof. Nelsen has authored or coauthored 11 books published by the Mathematical Association of America (mainly devoted to ”proofs without words”) and numerous research papers; in particular, de
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