Copula Wiki is a community portal of researchers interested on copula theory and its various applications.
Copulas are mathematical objects that capture the (rank-invariant) dependence structure among random variables and hence, offer a great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained a lot of popularity in several fields, primarily in statistics and probability theory, but also in finance and insurance, fuzzy set theory, hydrology, etc.
The scope of this portal is to bring together experts in various areas connected to copulas and favorite the dissemination of novel investigations and innovations among them. In particular, we strongly believe that significant progress in copula theory can only be made if theoretical developments are steered by the problems encountered in application. Conversely, confronting applied research with novel theoretical developments can lead to more adequate tools. This portal could be a meeting point for the different experts.
In order to reach our goal, please, do not hesitate to let us know about news, events, publications, etc. Your help will be very precious for us!
Thanks for your attention and interest,
the Copula Wiki Team