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All (copula) models are wrong but some are useful

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https://hal-univ-pau.archives-ouvertes.fr/hal-02388645
Contributor : Ivan Kojadinovic <>
Submitted on : Monday, December 2, 2019 - 9:14:50 AM
Last modification on : Thursday, March 5, 2020 - 7:19:26 PM

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  • HAL Id : hal-02388645, version 1

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Ivan Kojadinovic. All (copula) models are wrong but some are useful. Semaine scientifique “Extremes – Copulas – Actuarial science”, Centre International de Rencontres Mathématiques (CIRM), Feb 2016, Marseille, France. ⟨hal-02388645⟩

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