It is found that the VaR with skst-Copula function is larger than those with Gaussian Copula and t-Copula functions.

Derivation of design flood hydrograph based on Copula function;

Random simulation of flood hydrographs based on Copula function;

The Study of Financial Risk Measurement Based on Copula Function

Risk analysis of Portfolio is studied; by comparing Copula functions and the traditional VaR methods,-mixing copula is made.

On the basis of in-depth study of Copula Theory, the paper systematically derives from the Copula functions of the non-linear correlation measure and studies the parameter estimation problem of Copula functions, and then discusses the advantage when we use the Copula function in the financial analysis.

In section two,we use some special Copula functions as examples to conduct some special integro-differential equations satisfied by the Gerber-Shiu discounted penalty function which are identical with references,which proves this pap

Monte Carlo Simulation by Copula to Measuring Market Risk;

Improving Tests for Parameters in Copula

The multivariate copulas with parametric structure can describe fully the dependence between variants.

The IID condition is weakened and the distribution of the difference between every two random terms is obtained using the Gumbel Copula function\'s property.