Benutzer: Gast  Login
Durante, F.; Puccetti, G.; Scherer, M.; Vanduffel, S. 
My introduction to copulas - An interview with Roger Nelsen 
Roger Nelsen is Professor Emeritus of Mathematics at Lewis & Clark College in Portland, Oregon, USA. He studied mathematics at DePauw University (BA, 1964) and Duke University (PhD, 1969). Roger joined the faculty at Lewis & Clark in the fall of 1969, and retired in 2009. Prior to Lewis & Clark, Roger spent a year with the Biostatistics Unit of the Centre International de Recherche sur le Cancer in Lyon, France. He has had visiting appointments at the University of Massachusetts in Amherst and Mount Holyoke College in South Hadley, Massachusetts. In addition to his monograph "An Introduction to Copulas", Roger has authored or co-authored eleven books published by the Mathematical Association of America. He has served on the editorial boards of two MAA journals and several of their book series. The fifth interview of this series features a conversation with Roger Nelsen. His Springer book An Introduction to Copulas is eponymous for a mathematical precise and well written entrance into the fascinating field of copulas. Moreover, it serves as a classical reference book, a large number of citations bear witness to this. He collaborated with seminal researchers in our field, and kindly shares his view and memories with us. Roger’s second strand of research – a combination of mathematical puzzles, art, and visualization – are “Proofs Without Words.” He published several books, containing elegant visual justifications of mathematical statements. In the following, our questions to Roger Nelsen are typeset in bold-face. 
Dependence Modeling 
Heft / Issue:
Seitenangaben Beitrag:
TUM Einrichtung:
Lehrstuhl für Finanzmathematik